dyn4mik3 / OrderBook
Matching Engine for Limit Order Book
☆378Updated 3 years ago
Alternatives and similar repositories for OrderBook:
Users that are interested in OrderBook are comparing it to the libraries listed below
- A very light matching engine in Python.☆331Updated 3 years ago
- Fully functioning fast Limit Order Book written in Python☆184Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,081Updated 4 months ago
- Python implementation of fast limit-order book.☆312Updated 7 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆268Updated 4 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆499Updated last year
- Analysis of High Frequency Trading on Bitcoin exchanges☆155Updated 7 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆138Updated 4 years ago
- A scalable storage service for cryptocurrency data☆398Updated 11 months ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- Nasdaq Order Book Reconstructor☆237Updated 3 years ago
- C++ examples.☆161Updated 2 weeks ago
- Master Thesis: Limit order placement with Reinforcement Learning☆176Updated 6 years ago
- Vastly Improved BitMEX Market Making Algo☆237Updated 8 years ago
- A C++ and Python implementation of the limit order book.☆262Updated 4 years ago
- Example Order Book Imbalance Algorithm☆788Updated last year
- C++ interfaces used to communicate with Roq's market gateways.☆469Updated last week
- ☆385Updated 4 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆706Updated 3 months ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆103Updated 10 months ago
- Simple FIX protocol implementation for Python☆241Updated 2 weeks ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆204Updated 2 years ago
- Fast implementation of an ITCH order book☆358Updated 2 years ago
- Database for L2 orderbook☆698Updated last year
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆89Updated 7 years ago
- High frequency trading bot for crypto currencies☆381Updated 3 years ago
- Real-time Coinbase Exchange (GDAX) order book + basic market maker bot☆230Updated 4 years ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆121Updated 3 months ago
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆466Updated 3 years ago
- Vectorized backtester and trading engine for QuantRocket☆216Updated 3 months ago