brettfazio / orderbookLinks
Port of www.quantcup.org (implementing a fast stock exchange matching engine) from C to Rust
☆17Updated 4 years ago
Alternatives and similar repositories for orderbook
Users that are interested in orderbook are comparing it to the libraries listed below
Sorting:
- Easy-to-use Python SBE decoder and encoder☆22Updated 10 months ago
- C++ low-latency in-memory order book☆92Updated 11 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆90Updated last week
- Implementation of a orderbook data structure for LOB research capabilities.☆155Updated last year
- Yet another HFT framework☆44Updated last month
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆48Updated last year
- NASDAQ TotalView-ITCH 5.0 parsers written in C, Go and Rust☆13Updated 5 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆94Updated last year
- A C++ and Python implementation of the limit order book.☆287Updated 5 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆183Updated 11 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆159Updated 2 years ago
- ☆162Updated last year
- Ansible Playbook to deploy and configure services on remote or local host.☆11Updated last month
- The official C++ client library for Databento☆58Updated last week
- Simple Market Simulator implementation for HFT stress testing☆32Updated 12 years ago
- Nasdaq Order Book Reconstructor☆257Updated 4 years ago
- Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Process…☆13Updated 3 years ago
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆50Updated 4 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆64Updated 2 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- Fast implementation of an ITCH order book☆388Updated 3 years ago
- High performance, low latency high frequency trading system written from scratch in C++☆51Updated 2 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆38Updated 12 years ago
- C++ examples.☆165Updated this week
- CSI FeedHandlers: Community Edition☆25Updated 14 years ago
- Simple limit order book and matching engine.☆33Updated 3 years ago
- Java Market Data Handler for CME Market Data (MDP 3.0)☆81Updated 3 years ago
- real high-frequency-trading system based on c++☆109Updated 6 years ago
- A collection of High-Frequency trading components☆295Updated 9 years ago
- Algorithmic trading strategies research and execution platform☆27Updated 2 months ago