enewhuis / liquibook
Modern C++ order matching engine
☆1,165Updated 8 months ago
Related projects ⓘ
Alternatives and complementary repositories for liquibook
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆830Updated 8 months ago
- ☆501Updated 2 years ago
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆699Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,016Updated last week
- A very light matching engine in Python.☆326Updated 2 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆468Updated this week
- A simple financial trading matching engine. Built to learn more about how they work.☆414Updated 2 years ago
- Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adapti…☆2,099Updated last year
- Fast implementation of an ITCH order book☆342Updated 2 years ago
- A collection of High-Frequency trading components☆277Updated 9 years ago
- QuickFIX C++ Fix Engine Library☆1,612Updated 3 months ago
- Matching Engine for Limit Order Book☆366Updated 2 years ago
- Financial Information Exchange Protocol C++ Library☆280Updated 7 months ago
- Modern open source C++ FIX framework featuring complete schema customisation, high performance and fast development.☆412Updated last year
- A C++ and Python implementation of the limit order book.☆243Updated 4 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆591Updated 2 weeks ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆164Updated 10 years ago
- Basic order matching engine written in Rust☆383Updated 6 years ago
- Python implementation of fast limit-order book.☆305Updated 7 years ago
- C++ trading and matching engine☆136Updated 6 years ago
- Coin Trader is a Java-based backend for algorithmically trading cryptocurrencies. It provides data collection and export, complex event …☆454Updated last year
- Database for L2 orderbook☆688Updated 10 months ago
- The Go FIX Protocol Library☆757Updated last month
- A C++ implementation of the FAST protocol.☆220Updated last year
- A multi-threaded, high performance market order matching engine.☆120Updated 11 years ago
- Binance C++ library☆216Updated 8 months ago