enewhuis / liquibookLinks
Modern C++ order matching engine
☆1,344Updated last year
Alternatives and similar repositories for liquibook
Users that are interested in liquibook are comparing it to the libraries listed below
Sorting:
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆942Updated 3 months ago
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆719Updated 4 years ago
- ☆503Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,265Updated 11 months ago
- QuickFIX C++ Fix Engine Library☆1,827Updated 4 months ago
- C++ interfaces used to communicate with Roq's market gateways.☆487Updated last week
- A very light matching engine in Python.☆351Updated 3 years ago
- Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adapti…☆2,330Updated 2 years ago
- Matching Engine for Limit Order Book☆398Updated 3 years ago
- Fast implementation of an ITCH order book☆389Updated 3 years ago
- Modern open source C++ FIX framework featuring complete schema customisation, high performance and fast development.☆449Updated 3 months ago
- A simple financial trading matching engine. Built to learn more about how they work.☆461Updated 3 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆678Updated last week
- A collection of High-Frequency trading components☆294Updated 9 years ago
- C++ trading and matching engine☆138Updated 7 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆180Updated 11 years ago
- A multi-threaded, high performance market order matching engine.☆121Updated 11 years ago
- Financial Information Exchange Protocol C++ Library☆303Updated last year
- A C++ implementation of the FAST protocol.☆239Updated 2 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆604Updated this week
- Parent module to include active modules☆671Updated this week
- Cryptocurrency exchange market data feed handler☆952Updated last year
- Binance C++ library☆229Updated last year
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆192Updated 9 years ago
- Database for L2 orderbook☆728Updated last year
- Technical Analysis Indicator Function Library in C☆928Updated last year
- A low latency high throughput matching engine based on the rules of the JSE☆109Updated 3 years ago
- Python implementation of fast limit-order book.☆321Updated 8 years ago
- A C++ and Python implementation of the limit order book.☆287Updated 5 years ago
- Coin Trader is a Java-based backend for algorithmically trading cryptocurrencies. It provides data collection and export, complex event …☆454Updated 2 years ago