Alternatives and similar repositories for itch-order-book:

Users that are interested in itch-order-book are comparing it to the libraries listed below

• Kautenja / limit-order-book
  A C++ and Python implementation of the limit order book.
  ☆254Updated 4 years ago
• rigtorp / spartan
  A collection of High-Frequency trading components
  ☆282Updated 9 years ago
• ajtulloch / quantcup-orderbook
  Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.
  ☆166Updated 11 years ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆141Updated 11 months ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆236Updated 3 years ago
• roq-trading / roq-api
  C++ interfaces used to communicate with Roq's market gateways.
  ☆469Updated last week
• jamesdbrock / hffix
  Financial Information Exchange Protocol C++ Library
  ☆287Updated 9 months ago
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆162Updated 2 weeks ago
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆86Updated 11 years ago
• dyn4mik3 / OrderBook
  Matching Engine for Limit Order Book
  ☆373Updated 3 years ago
• chronoxor / CppTrader
  High performance components for building Trading Platform such as ultra fast matching engine, order book processor
  ☆853Updated 11 months ago
• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆114Updated 7 years ago
• sstoikov / microprice
  ☆374Updated 4 years ago
• enewhuis / liquibook
  Modern C++ order matching engine
  ☆1,202Updated 11 months ago
• Crypto-toolbox / HFT-Orderbook
  Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
  ☆1,058Updated 3 months ago
• fix8 / fix8
  Modern open source C++ FIX framework featuring complete schema customisation, high performance and fast development.
  ☆420Updated last year
• crypto-chassis / ccapi
  A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.
  ☆602Updated 3 months ago
• libtrading / libtrading
  Libtrading, an ultra low-latency trading connectivity library for C and C++.
  ☆703Updated 4 years ago
• hello2all / gamma-ray
  High frequency trading bot for crypto currencies
  ☆380Updated 3 years ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆223Updated 8 months ago
• Naseefabu / HFTBOT
  Cross Exchange/Hedged market making Trading Bot in C++
  ☆136Updated last year
• jshellen / HFT
  High Frequency Market Making
  ☆494Updated last year
• phil8192 / limit-order-book
  Bitstamp real time console based limit order book
  ☆127Updated 2 years ago
• rubik / lobster
  A fast in-memory limit order book (LOB).
  ☆146Updated 2 years ago
• danielktaylor / PyLimitBook
  Python implementation of fast limit-order book.
  ☆309Updated 7 years ago
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆264Updated 3 months ago
• bloq / cpptrade
  C++ trading and matching engine
  ☆137Updated 7 years ago
• dharmeshsing / CoinTossX
  A low latency high throughput matching engine based on the rules of the JSE
  ☆97Updated 2 years ago
• rburkholder / trade-frame
  C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQF…
  ☆525Updated this week
• 0b01 / tectonicdb
  Database for L2 orderbook
  ☆694Updated last year