feuGeneA / gdax-orderbook-hppLinks
An in-memory copy of the order book on the GDAX cryptocurrency exchange, updated in real time via WebSocket feed, exposed in a thread-safe and lock-free data structure.
☆40Updated 7 years ago
Alternatives and similar repositories for gdax-orderbook-hpp
Users that are interested in gdax-orderbook-hpp are comparing it to the libraries listed below
Sorting:
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆179Updated 11 years ago
- C++ trading and matching engine☆139Updated 7 years ago
- A collection of High-Frequency trading components☆294Updated 9 years ago
- C++ examples.☆163Updated this week
- R package intended for visualisation, analysis and reconstruction of limit order book data☆156Updated 6 years ago
- Various implementations of limit order books (matching engines)☆118Updated 7 years ago
- Bitstamp real time console based limit order book☆133Updated 3 months ago
- obAnalytics Shiny front-end☆75Updated 7 years ago
- Self-hosted crypto trading bot (automated high frequency market making) in node.js, angular, typescript and c++☆99Updated 8 months ago
- Python implementation of fast limit-order book.☆319Updated 7 years ago
- TA-Lib RT is a fork of TA-Lib that provides additional API for incremental calculation of indicators without reprocessing whole data.☆88Updated last year
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆92Updated 7 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆150Updated last year
- Helix, a market data feed handler for C and C++.☆118Updated 7 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆86Updated last month
- Simple Market Simulator implementation for HFT stress testing☆31Updated 12 years ago
- Smart Order Router, C++ 11☆18Updated 9 years ago
- Binance C++ library☆68Updated 3 years ago
- Improved TWS API POSIX C++ library for the Interactive Brokers (IB) TWS (same project as TwsApiC++ in Yahoo TWSAPI).☆116Updated 2 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆114Updated 7 years ago
- Vastly Improved BitMEX Market Making Algo☆241Updated 8 years ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆69Updated 3 months ago
- ☆56Updated last year
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆42Updated 8 years ago
- A c++ matching engine with limit order book☆36Updated 10 years ago
- Matching Engine for Limit Order Book☆398Updated 3 years ago
- Fast implementation of an ITCH order book☆384Updated 3 years ago
- Simple limit order book and matching engine.☆32Updated 3 years ago
- ☆40Updated 5 years ago
- Fully functioning fast Limit Order Book written in Python☆195Updated 2 years ago