fxcm / FIXAPILinks
Based on FIX Protocol 4.4 designed for real-time, custom institutional interface which push up to 250 price update per second (not available on other APIs)
☆152Updated last month
Alternatives and similar repositories for FIXAPI
Users that are interested in FIXAPI are comparing it to the libraries listed below
Sorting:
- C++23 examples.☆163Updated last month
- Websocket client library for MetaTrader Platform. Supports MQL4 and MQL5.☆121Updated 6 years ago
- Designed to trade, retrieve live/history price. Intended to be used to build auto-trading robots, custom trading on FXCM accounts.☆161Updated last month
- Matching Engine for Limit Order Book☆394Updated 3 years ago
- Limit Order Book Implemented in Python☆97Updated 7 years ago
- Bitstamp real time console based limit order book☆133Updated 3 months ago
- Simple FIX protocol implementation for Python☆250Updated 5 months ago
- A real-time quantitative trading/backtesting platform in C#, supporting IB (full brokerage) and Google Finance (quote only). It adds R su…☆151Updated 3 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆91Updated 7 years ago
- Algorithmic trading strategies☆169Updated 7 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆147Updated 5 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆113Updated last year
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 months ago
- C++23 interfaces used to communicate with Roq's market gateways.☆482Updated this week
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆89Updated 11 years ago
- C++ Trading Algorithm Backtest Environment☆89Updated 6 years ago
- Vastly Improved BitMEX Market Making Algo☆240Updated 8 years ago
- Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.☆104Updated 5 years ago
- ☆127Updated 6 years ago
- Elliot Wave Analyzer for OHLC data☆77Updated 6 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆100Updated 2 years ago
- Automates IB Gateway start, stopping and restarting.☆121Updated 4 months ago
- Nasdaq Order Book Reconstructor☆252Updated 3 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆85Updated 3 weeks ago
- MarketData☆116Updated last year
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- 590 days of trade ticks on BTC/ETH/LTC/NEO to USDT☆90Updated 3 weeks ago
- Metatrader 4 / AMQP (RabbitMQ) bridge☆79Updated 7 years ago
- Python implementation of fast limit-order book.☆319Updated 7 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆157Updated 7 years ago