Alternatives and similar repositories for CppAlgoTrading

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

• jacklu2030 / TradingEngine-Ultra-Low-Latency
  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…
  ☆49Updated 4 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆68Updated 2 years ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆88Updated 6 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)
  ☆46Updated 7 months ago
• Naseefabu / HFTBOT
  Cross Exchange/Hedged market making Trading Bot in C++
  ☆146Updated 2 years ago
• felixkylo82 / options-pricing
  C++ implementation of options pricing models
  ☆77Updated 7 years ago
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆73Updated 4 years ago
• mkipnis / DistributedATS
  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
  ☆82Updated last week
• keyianpai / hft
  real high-frequency-trading system based on c++
  ☆77Updated 6 years ago
• roq-trading / roq-cpp-samples
  C++23 examples.
  ☆162Updated this week
• jmsadair / RapidTrader
  A low-latency, high-throughput order matching system implementation.
  ☆38Updated last year
• ydxt25 / QuantSystem
  A C++ Quantitative Trading System
  ☆90Updated 8 years ago
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆90Updated 11 years ago
• vincent212 / FIX-Order-Routing-Client
  FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others
  ☆13Updated 9 months ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆244Updated 3 years ago
• algosenses / xBacktest
  C++ backtesting system for trading strategies (Chinese future market)
  ☆21Updated 6 years ago
• zzsun777 / cpp_multithreaded_order_matching_engine
  Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows
  ☆38Updated 9 years ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆145Updated last year
• proydakov / ihft
  Yet another HFT framework
  ☆41Updated last month
• ziaagikian / limit-order-book
  Fast, Multi threaded and Efficient Trade Matching Engine
  ☆25Updated 3 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆30Updated 11 years ago
• kilasuelika / backtradercpp
  A C++ 20 backtesting library.
  ☆37Updated last month
• nyarosu / hft
  High performance, low latency high frequency trading system written from scratch in C++
  ☆37Updated last year
• bradleyboyuyang / Trading-System
  An asynchronous low-latency trading system
  ☆41Updated last year
• subatomicdev / binancebeast
  C++ library for Binance Futures and Spot. Supports REST and WebSockets, using Boost::Beast with C++17.
  ☆29Updated 3 years ago
• stanleywu111 / jump-orderbook
  Coding exercise I did ages ago for a Jump Trading interview
  ☆34Updated 11 years ago
• brprojects / Limit-Order-Book
  Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
  ☆55Updated 11 months ago
• dmikushin / binance-cxx-api
  Binance Bincoin Exchange C++ API
  ☆72Updated 5 months ago
• yujiweiwolf / tuna_hft
  高频交易系统结构
  ☆15Updated 4 years ago
• dendisuhubdy / quanttrade
  Quantitative Trading Library
  ☆28Updated 9 years ago