brettfazio / orderbookLinks
Port of www.quantcup.org (implementing a fast stock exchange matching engine) from C to Rust
☆16Updated 4 years ago
Alternatives and similar repositories for orderbook
Users that are interested in orderbook are comparing it to the libraries listed below
Sorting:
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆83Updated 2 weeks ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- Yet another HFT framework☆42Updated 2 months ago
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 2 months ago
- Simple limit order book and matching engine.☆30Updated 2 years ago
- A c++ matching engine with limit order book☆32Updated 10 years ago
- Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Process…☆12Updated 3 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆38Updated 9 years ago
- Composable tools for automating latency measurement and reporting☆26Updated 11 months ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆172Updated 11 years ago
- C++ low-latency in-memory order book☆91Updated 11 years ago
- ☆54Updated last year
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆47Updated 8 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆58Updated last year
- Easy-to-use Python SBE decoder and encoder☆21Updated 5 months ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 11 years ago
- ☆38Updated 5 years ago
- C++23 examples.☆162Updated last week
- Coding exercise I did ages ago for a Jump Trading interview☆34Updated 11 years ago
- Collection of tidbits for HFT server config.☆50Updated 3 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆59Updated 11 months ago
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆21Updated 3 months ago
- Playing with C++17 and performance☆13Updated 6 years ago
- A C++ and Python implementation of the limit order book.☆277Updated 4 years ago
- A low-latency, high-throughput order matching system implementation.☆39Updated last year
- Helix, a market data feed handler for C and C++.☆116Updated 7 years ago
- A fast in-memory limit order book (LOB).☆152Updated 2 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- Ansible Playbook to deploy and configure services on remote or local host.☆9Updated 3 weeks ago