A high-performance, robust, C++ based Limit Order Book and matching engine designed for real-world high-frequency trading. Utilizes a Markov chain/Pareto process to simulate order flow and benchmark the system.
☆42Sep 22, 2025Updated 7 months ago
Alternatives and similar repositories for Limit-Order-Book
Users that are interested in Limit-Order-Book are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- piece of code helps to build tpo market profile chart from 1 min candles☆12Jun 26, 2019Updated 6 years ago
- High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equi…☆44Aug 30, 2025Updated 8 months ago
- Mes projets publics MT5 et Python sont disponibles ici.☆22Jul 9, 2025Updated 9 months ago
- AAD enabled and scripting included derivatives modeling.☆24Updated this week
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Utilities for automation of Trading System Synthesis and Boosting (TSSB)☆28Jun 13, 2013Updated 12 years ago
- OlympusTrader framework quant-trading bot