dyn4mik3 / OrderBookLinks
Matching Engine for Limit Order Book
☆391Updated 3 years ago
Alternatives and similar repositories for OrderBook
Users that are interested in OrderBook are comparing it to the libraries listed below
Sorting:
- A very light matching engine in Python.☆343Updated 3 years ago
- Python implementation of fast limit-order book.☆317Updated 7 years ago
- Fully functioning fast Limit Order Book written in Python☆190Updated 2 years ago
- Vastly Improved BitMEX Market Making Algo☆238Updated 8 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆276Updated 8 months ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,200Updated 8 months ago
- A scalable storage service for cryptocurrency data☆404Updated last year
- Avellaneda-Stoikov HFT market making algorithm implementation☆559Updated 2 years ago
- C++23 interfaces used to communicate with Roq's market gateways.☆481Updated last week
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆145Updated 5 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆156Updated 7 years ago
- Simple FIX protocol implementation for Python☆248Updated 4 months ago
- C++23 examples.☆164Updated last week
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆111Updated last year
- Bitstamp real time console based limit order book☆131Updated 2 months ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆130Updated 7 months ago
- Limit Order Book Implemented in Python☆96Updated 7 years ago
- Real-time Coinbase Exchange (GDAX) order book + basic market maker bot☆230Updated 4 years ago
- BSE is a simple minimal simulation of a limit order book financial exchange☆315Updated 3 months ago
- Nasdaq Order Book Reconstructor☆246Updated 3 years ago
- 590 days of trade ticks on BTC/ETH/LTC/NEO to USDT☆91Updated 4 years ago
- Python Backtesting library for trading strategies☆158Updated 3 years ago
- Example Order Book Imbalance Algorithm☆806Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆242Updated 2 weeks ago
- Vectorized backtester and trading engine for QuantRocket☆225Updated 6 months ago
- ☆139Updated 2 years ago
- High Frequency Market Making☆548Updated last year
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆297Updated last year
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆274Updated 2 weeks ago