gavincyi / LightMatchingEngineLinks
A very light matching engine in Python.
☆347Updated 3 years ago
Alternatives and similar repositories for LightMatchingEngine
Users that are interested in LightMatchingEngine are comparing it to the libraries listed below
Sorting:
- Matching Engine for Limit Order Book☆393Updated 3 years ago
- Python implementation of fast limit-order book.☆319Updated 7 years ago
- Python Backtesting library for trading strategies☆158Updated 3 years ago
- Vastly Improved BitMEX Market Making Algo☆239Updated 8 years ago
- Fully functioning fast Limit Order Book written in Python☆194Updated 2 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆279Updated 8 months ago
- A scalable storage service for cryptocurrency data☆405Updated last year
- C++23 interfaces used to communicate with Roq's market gateways.☆482Updated 2 weeks ago
- Simple FIX protocol implementation for Python☆250Updated 5 months ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆147Updated 5 years ago
- Bitstamp real time console based limit order book☆131Updated 2 months ago
- crypto asset arbitrage opportunity watcher, market maker, hedge and arbitrage☆119Updated 4 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆156Updated 7 years ago
- C++ trading and matching engine☆139Updated 7 years ago
- crypto currency library for trading & market making bots, account management, and data analysis☆169Updated 7 years ago
- ☆107Updated last year
- Real-time Coinbase Exchange (GDAX) order book + basic market maker bot☆231Updated 4 years ago
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆275Updated this week
- Cryptocurrency trading bot framework☆165Updated 3 years ago
- Order Book Matching Engine for Stock Exchanges (1us latency for matching)☆151Updated 4 years ago
- A example of bot using Backtrader to trade Bitcoins in Binance Exchange.☆279Updated 4 years ago
- Limit Order Book Implemented in Python☆97Updated 7 years ago
- C++23 examples.☆162Updated last month
- Bitmex websocket API wrapper.☆71Updated 2 years ago
- Visualization Tool for Deribit Options☆82Updated 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 header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆658Updated this week
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆61Updated 9 months ago
- Modern C++ order matching engine☆1,288Updated last year
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆916Updated 2 weeks ago