charles-cooper / itch-order-bookLinks
Fast implementation of an ITCH order book
☆368Updated 3 years ago
Alternatives and similar repositories for itch-order-book
Users that are interested in itch-order-book are comparing it to the libraries listed below
Sorting:
- A C++ and Python implementation of the limit order book.☆277Updated 4 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- A collection of High-Frequency trading components☆290Updated 9 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆175Updated 11 years ago
- Nasdaq Order Book Reconstructor☆245Updated 3 years ago
- C++23 interfaces used to communicate with Roq's market gateways.☆481Updated 2 weeks ago
- C++ low-latency in-memory order book☆92Updated 11 years ago
- C++23 examples.☆164Updated 3 weeks ago
- Financial Information Exchange Protocol C++ Library☆297Updated last year
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,137Updated 7 months ago
- ☆398Updated 4 years ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆894Updated 2 months ago
- Cross Exchange/Hedged market making Trading Bot in C++☆148Updated 2 years ago
- High frequency trading bot for crypto currencies☆394Updated 3 years ago
- Helix, a market data feed handler for C and C++.☆116Updated 7 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆636Updated this week
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆712Updated 4 years ago
- High Frequency Market Making☆545Updated last year
- Matching Engine for Limit Order Book☆390Updated 3 years ago
- A fast in-memory limit order book (LOB).☆152Updated 2 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆239Updated 3 months ago
- A low-latency, high-throughput order matching system implementation.☆41Updated last year
- Avellaneda-Stoikov HFT market making algorithm implementation☆550Updated last year
- A collection of homeworks of market microstructure models.☆247Updated 7 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆558Updated this week
- real high-frequency-trading system based on c++☆86Updated 6 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆84Updated 3 weeks ago
- A fast L2/L3 orderbook data structure, in C, for Python☆276Updated 7 months ago
- Coding exercise I did ages ago for a Jump Trading interview☆35Updated 11 years ago
- Modern C++ order matching engine☆1,268Updated last year