Matching Engine for Limit Order Book
☆410Feb 4, 2026Updated 6 months ago
Alternatives and similar repositories for OrderBook
Users that are interested in OrderBook are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python implementation of fast limit-order book.☆320Oct 26, 2017Updated 8 years ago
- Fully functioning fast Limit Order Book written in Python☆202Updated this week
- A very light matching engine in Python.☆356Jan 2, 2022Updated 4 years ago
- Limit Order Book Implemented in Python☆103Jan 3, 2018Updated 8 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,382Nov 13, 2024Updated last year
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆84May 15, 2020Updated 6 years ago
- Various implementations of limit order books (matching engines)☆118Feb 6, 2018Updated 8 years ago
- Modern C++ order matching engine☆1,494Mar 15, 2024Updated 2 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆86Mar 20, 2019Updated 7 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,326Aug 27, 2022Updated 3 years ago
- Limit orderbook and matching engine written in Python and C++, using Twisted, boost::python and boost::multi_index☆35Sep 30, 2018Updated 7 years ago
- Bitstamp real time console based limit order book☆139Jun 30, 2026Updated last month
- Matching Engine for Limit Order Book in Golang☆558Apr 4, 2025Updated last year
- Modeling high-frequency limit order book dynamics with support vector machines☆745Jan 29, 2016Updated 10 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Order Book Matching Engine for Stock Exchanges (1us latency for matching)☆158Mar 9, 2021Updated 5 years ago
- A C++ and Python implementation of the limit order book.☆311Jul 7, 2020Updated 6 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆135May 3, 2024Updated 2 years ago
- Real-time Coinbase Exchange (GDAX) order book + basic market maker bot☆230Jan 28, 2021Updated 5 years ago
- Python Limit Order Book using Redis zsets☆29Jan 5, 2014Updated 12 years ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆1,061Jun 18, 2026Updated last month
- Database for L2 orderbook☆752Jan 25, 2024Updated 2 years ago
- ☆147Dec 8, 2022Updated 3 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Fast implementation of an ITCH order book☆420Jun 22, 2022Updated 4 years ago
- BSE is a simple minimal simulation of a limit order book financial exchange☆340Apr 13, 2025Updated last year
- R package intended for visualisation, analysis and reconstruction of limit order book data☆163Feb 12, 2026Updated 6 months ago
- Example Order Book Imbalance Algorithm☆869Jul 25, 2023Updated 3 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆28Aug 12, 2021Updated 5 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆214Jan 22, 2014Updated 12 years ago
- Nasdaq Order Book Reconstructor☆281Oct 22, 2021Updated 4 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆316Updated this week
- Fast Limit order book implementation using AVL binary trees☆43Sep 7, 2016Updated 9 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆110Oct 16, 2015Updated 10 years ago
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆154Updated this week
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆155May 9, 2020Updated 6 years ago
- Zero Intelligence Agent-Based Model of Modern Limit Order Book☆54Feb 5, 2018Updated 8 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆179Jan 9, 2026Updated 7 months ago
- orderbooks contain so much more organic informations than moving averages...☆19Jun 23, 2026Updated last month
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆965Jan 12, 2022Updated 4 years ago