hroptatyr / clob
Simple limit order book and matching engine.
☆30Updated 2 years ago
Alternatives and similar repositories for clob:
Users that are interested in clob are comparing it to the libraries listed below
- Dark Pool☆34Updated 5 years ago
- A c++ matching engine with limit order book☆33Updated 9 years ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆37Updated 8 years ago
- Quantitative Trading Library☆28Updated 8 years ago
- Bitstamp real time console based limit order book☆127Updated 2 years ago
- Playing with C++17 and performance☆13Updated 6 years ago
- ☆36Updated 4 years ago
- ☆28Updated 9 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆73Updated 9 months ago
- HKEx Stock Exchange Matching Engine with KDB+ and Q☆25Updated 9 years ago
- Various implementations of limit order books (matching engines)☆118Updated 7 years ago
- Fast Limit order book implementation using AVL binary trees☆38Updated 8 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆28Updated last month
- C++ trading and matching engine☆137Updated 7 years ago
- Liquibook Implementation of Order Book with the CMake build system☆14Updated 6 years ago
- An in-memory copy of the order book on the GDAX cryptocurrency exchange, updated in real time via WebSocket feed, exposed in a thread-saf…☆40Updated 6 years ago
- Tick-to-trade latency benchmark sources☆16Updated 7 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 3 years ago
- obAnalytics Shiny front-end☆75Updated 6 years ago
- ☆49Updated 10 months ago
- Collection of tidbits for HFT server config.☆46Updated 3 years ago
- Market making strategy example☆25Updated 3 years ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆42Updated 7 years ago
- Limit order book written in Rust☆71Updated 5 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- R package intended for visualisation, analysis and reconstruction of limit order book data☆151Updated 5 years ago
- ☆11Updated 9 years ago
- stores market data from cryptofeed to kdb+☆23Updated 3 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆72Updated 4 years ago