Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
☆139Jun 12, 2024Updated last year
Alternatives and similar repositories for Limit-Order-Book
Users that are interested in Limit-Order-Book are comparing it to the libraries listed below
Sorting:
- Personal Project that implements a variety of HFT strategies in C++☆76Apr 29, 2021Updated 4 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- An extension for the API of Binance (https://www.binance.com/)☆15Oct 11, 2021Updated 4 years ago
- Simple Market Simulator implementation for HFT stress testing☆31Jun 9, 2013Updated 12 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆191Dec 3, 2025Updated 3 months ago
- The annual coding competition hosted by Optiver in collaboration with LSE☆18Jul 18, 2022Updated 3 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆53Dec 25, 2025Updated 2 months ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆29May 25, 2023Updated 2 years ago
- ☆11Jun 10, 2018Updated 7 years ago
- Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++☆14Feb 3, 2026Updated last month
- A fast, and efficient trade matching engine built in C++ utilizing Chrono, BOOST, and STL libraries☆15Aug 24, 2023Updated 2 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆145Dec 11, 2022Updated 3 years ago
- Port of www.quantcup.org (implementing a fast stock exchange matching engine) from C to Rust☆17May 30, 2021Updated 4 years ago
- Limit Orderbook & Matching Engine + market simulation & visualsation.☆14Oct 11, 2025Updated 4 months ago
- Easy-to-use Python SBE decoder and encoder☆22Dec 20, 2024Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆218May 31, 2024Updated last year
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Sep 5, 2025Updated 5 months ago
- real high-frequency-trading system based on c++☆120Apr 5, 2019Updated 6 years ago
- Yet another HFT framework☆51Feb 19, 2026Updated last week
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆994Updated this week
- Cryptocurrency Trading with Reinforcement Learning based on Backtrader☆46Jan 9, 2025Updated last year
- C++ Binance Futures SDK.☆24Jun 3, 2021Updated 4 years ago
- HFT based application that work with Akela Connectivity for NYSE.☆19Jun 22, 2017Updated 8 years ago
- A C++ and Python implementation of the limit order book.☆300Jul 7, 2020Updated 5 years ago
- ☆69Jan 12, 2025Updated last year
- Latest source files for kdb+tick☆104Aug 13, 2024Updated last year
- A fast in-memory limit order book (LOB).☆166Jan 29, 2023Updated 3 years ago
- Quantitative Trading Library☆31Apr 14, 2016Updated 9 years ago
- Automated trading platform based on Machine Learning algorithm using q/kdb+.☆23Oct 4, 2015Updated 10 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…☆53Dec 22, 2020Updated 5 years ago
- DeepLOB Implementation on Bitcoin Perpetual Data☆29Aug 7, 2023Updated 2 years ago
- The TSLab built-in handlers☆10Apr 1, 2025Updated 11 months ago
- 根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现☆34Mar 20, 2023Updated 2 years ago
- A social media software to put in practice CQRS, event-source, Kafka, MongoDB and SQL Server.☆11Feb 8, 2024Updated 2 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆544Jul 15, 2021Updated 4 years ago
- Simple limit order book and matching engine.☆34Aug 28, 2022Updated 3 years ago
- Marketmaker trading strategy☆29Oct 14, 2016Updated 9 years ago
- Reimplementation of Paper: (Re-)Imag(in)ing Price Trends☆69Sep 19, 2025Updated 5 months ago
- Fast implementation of an ITCH order book☆408Jun 22, 2022Updated 3 years ago