Alternatives and similar repositories for OrderBook

Users that are interested in OrderBook are comparing it to the libraries listed below

• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆117Updated 8 years ago
• cltwski / OrderBookSimulatorWithOpenCL
  This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…
  ☆26Updated 12 years ago
• bgn9000 / Cpp1y-OrderBook
  ☆40Updated 5 years ago
• ajtulloch / quantcup-orderbook
  Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.
  ☆180Updated 11 years ago
• haozhangphd / QuantLib-noBoost
  QuantLib ported to C++17 and with all Boost dependency removed
  ☆76Updated 8 years ago
• rigtorp / spartan
  A collection of High-Frequency trading components
  ☆294Updated 9 years ago
• vincent212 / CME-Market-Data-Handler
  A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
  ☆48Updated last year
• spinlockirqsave / qt_tradingclient_1
  C++ trading client with Qt gui
  ☆42Updated 10 years ago
• Macfly / HFTSimulator
  ☆28Updated 10 years ago
• zyli5313 / matching
  A c++ matching engine with limit order book
  ☆37Updated 10 years ago
• AlexPetit12 / EventDrivenPlatform
  Basic event driven platform for backtesting financial strategies in C++
  ☆14Updated 10 years ago
• codyfeng / kdb-cpp
  C++ class to connect to kdb+
  ☆18Updated 7 years ago
• vermosen / thOth
  thOth is an open-source high frequency trading library in C++
  ☆31Updated 10 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆70Updated 3 years ago
• jeog / SimpleOrderbook
  C++(11) financial market orderbook and matching engine with Python extension module
  ☆31Updated 4 years ago
• K0414 / algo-trader-tool-suite
  Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
  ☆88Updated 12 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆93Updated 7 years ago
• rudimeier / twsapi
  portable C++ API for Interactive Brokers TWS
  ☆137Updated 6 years ago
• sashamakarenko / fixpp
  FIX library generated with C++ PreProcessor to be used in latency sensitive context.
  ☆30Updated 7 months ago
• anatoly-tenenev / trading_robot_2
  async (boost.asio) library for backtesting
  ☆30Updated 9 years ago
• ntorm1 / Atlas
  ☆59Updated last year
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆32Updated 12 years ago
• phelps-sg / scobre
  Scala OrderBook Reconstructor for high-frequency order-flow data
  ☆17Updated 2 years ago
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆92Updated 11 years ago
• paps / Open-Trading
  Open source Forex trading.
  ☆31Updated 8 years ago
• trufanov-nok / ta-lib-rt
  TA-Lib RT is a fork of TA-Lib that provides additional API for incremental calculation of indicators without reprocessing whole data.
  ☆89Updated last year
• olmallet81 / URT
  Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python
  ☆92Updated 3 years ago
• JanBoonen / TwsApiCpp
  Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).
  ☆116Updated 2 years ago
• fpganow / Itch
  Create and Parse NASDAQ Itch Messages in Python
  ☆14Updated 5 years ago
• henrywoo / pysentosa
  Python API for sentosa trading system
  ☆42Updated 9 years ago