dendisuhubdy / liquibook
Liquibook Implementation of Order Book with the CMake build system
☆13Updated 6 years ago
Alternatives and similar repositories for liquibook:
Users that are interested in liquibook are comparing it to the libraries listed below
- 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…☆25Updated 11 years ago
- A c++ matching engine with limit order book☆33Updated 9 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Order Book Implementation☆25Updated 12 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 2 weeks ago
- ☆28Updated 9 years ago
- Dark Pool☆33Updated 5 years ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- Simple limit order book and matching engine.☆30Updated 2 years ago
- A mini matching engine in progress☆17Updated 8 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- ☆38Updated 5 years ago
- Quantitative Trading Library☆28Updated 8 years ago
- Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Process…☆12Updated 3 years ago
- Tick-to-trade latency benchmark sources☆16Updated 7 years ago
- Limit order book model with Poissonian order flow.☆10Updated 7 years ago
- Basic exchange simulator☆7Updated last year
- A C++ Library for Strategy Backtesting☆21Updated 12 years ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆42Updated 7 years ago
- C++11 tools for low latency systems. LMAX Disruptor, Ring, Ring Allocator.☆31Updated 5 years ago
- C++ implementation of LMAX disruptor☆11Updated 10 years ago
- High-throughput / low-latency C++ application framework☆67Updated 2 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 6 years ago
- Playing with C++17 and performance☆13Updated 6 years ago
- A very basic FIX (Financial Information eXchange) Protocol client to collect performance stats.☆18Updated 6 years ago
- Computer Engineering Senior Project. Machine Learning High Frequency Stock Trading Algorithm on an FPGA☆15Updated 5 years ago
- A simple & fast bitcoin trading strategy backtesting solution.☆13Updated 9 years ago
- thOth is an open-source high frequency trading library in C++☆32Updated 9 years ago
- Exchange Server☆10Updated 3 years ago
- ☆10Updated 6 years ago