enewhuis / liquibook
Modern C++ order matching engine
☆1,212Updated 11 months ago
Alternatives and similar repositories for liquibook:
Users that are interested in liquibook are comparing it to the libraries listed below
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆856Updated 11 months ago
- A very light matching engine in Python.☆331Updated 3 years ago
- ☆501Updated 3 years ago
- Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adapti…☆2,162Updated last year
- QuickFIX C++ Fix Engine Library☆1,657Updated last month
- C++ interfaces used to communicate with Roq's market gateways.☆471Updated last week
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,068Updated 3 months ago
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆705Updated 4 years ago
- A simple financial trading matching engine. Built to learn more about how they work.☆429Updated 3 years ago
- Matching Engine for Limit Order Book☆377Updated 3 years ago
- Basic order matching engine written in Rust☆396Updated 6 years ago
- Fast implementation of an ITCH order book☆356Updated 2 years ago
- C++ trading and matching engine☆137Updated 7 years ago
- Modern open source C++ FIX framework featuring complete schema customisation, high performance and fast development.☆422Updated 2 weeks ago
- A collection of High-Frequency trading components☆284Updated 9 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆166Updated 11 years ago
- Financial Information Exchange Protocol C++ Library☆290Updated 10 months ago
- A multi-threaded, high performance market order matching engine.☆119Updated 11 years ago
- Python implementation of fast limit-order book.☆311Updated 7 years ago
- Coin Trader is a Java-based backend for algorithmically trading cryptocurrencies. It provides data collection and export, complex event …☆452Updated last year
- Fast FIX protocol library for the JVM☆333Updated this week
- C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQF…☆530Updated 2 weeks ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆185Updated 9 years ago
- Database for L2 orderbook☆697Updated last year
- A C++ implementation of the FAST protocol.☆226Updated last year
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆606Updated 3 months ago
- Cryptocurrency exchange market data feed handler☆936Updated last year
- A C++ and Python implementation of the limit order book.☆258Updated 4 years ago
- Order Book Matching Engine for Stock Exchanges (1us latency for matching)☆148Updated 3 years ago
- Binance C++ library☆224Updated last year