Alternatives and similar repositories for OrderBook:

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

• danielktaylor / PyLimitBook
  Python implementation of fast limit-order book.
  ☆313Updated 7 years ago
• gavincyi / LightMatchingEngine
  A very light matching engine in Python.
  ☆336Updated 3 years ago
• Crypto-toolbox / HFT-Orderbook
  Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
  ☆1,108Updated 5 months ago
• fedecaccia / avellaneda-stoikov
  Avellaneda-Stoikov HFT market making algorithm implementation
  ☆524Updated last year
• jshellen / HFT
  High Frequency Market Making
  ☆536Updated last year
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆272Updated 5 months ago
• Behappy123 / market-maker
  Vastly Improved BitMEX Market Making Algo
  ☆237Updated 8 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆141Updated 4 years ago
• roq-trading / roq-api
  C++ interfaces used to communicate with Roq's market gateways.
  ☆479Updated last month
• hello2all / gamma-ray
  High frequency trading bot for crypto currencies
  ☆387Updated 3 years ago
• bmoscon / cryptostore
  A scalable storage service for cryptocurrency data
  ☆399Updated last year
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆162Updated last week
• DrAshBooth / PyLOB
  Fully functioning fast Limit Order Book written in Python
  ☆187Updated 2 years ago
• Kautenja / limit-order-book
  A C++ and Python implementation of the limit order book.
  ☆266Updated 4 years ago
• Surbeivol / PythonMatchingEngine
  High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …
  ☆105Updated last year
• sstoikov / microprice
  ☆390Updated 4 years ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆156Updated 7 years ago
• 0b01 / tectonicdb
  Database for L2 orderbook
  ☆701Updated last year
• da4089 / simplefix
  Simple FIX protocol implementation for Python
  ☆242Updated 2 months ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆244Updated 3 years ago
• crypto-chassis / ccapi
  A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.
  ☆625Updated this week
• hzjken / HFT-price-prediction
  A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
  ☆158Updated 5 years ago
• mjuchli / ctc-executioner
  Master Thesis: Limit order placement with Reinforcement Learning
  ☆175Updated 6 years ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆193Updated last year
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆228Updated last month
• phil8192 / limit-order-book
  Bitstamp real time console based limit order book
  ☆129Updated 2 years ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆145Updated last year
• ajtulloch / quantcup-orderbook
  Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.
  ☆172Updated 11 years ago
• miroblog / limit_orderbook_prediction
  ☆138Updated 2 years ago
• tardis-dev / tardis-machine
  Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…
  ☆269Updated last week