Simple limit order book and matching engine.
☆34Aug 28, 2022Updated 4 years ago
Alternatives and similar repositories for clob
Users that are interested in clob are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Jun 9, 2013Updated 13 years ago
- Example python script replicating remote orderbook from websocket stream☆14May 11, 2017Updated 9 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- A simple limit order book designed for crypto exchanges☆10May 21, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A multithreaded order matching engine in C++11 using FIX for order entry for Linux/Windows☆13Nov 1, 2018Updated 7 years ago
- 高频交易系统结构☆17May 21, 2020Updated 6 years ago
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 6 years ago
- Port of www.quantcup.org (implementing a fast stock exchange matching engine) from C to Rust☆20May 30, 2021Updated 5 years ago
- Trading platform for high frequency data☆15Nov 12, 2014Updated 11 years ago
- Bitstamp real time console based limit order book☆138Jun 30, 2026Updated 3 months ago
- Source generated binary protocol c style packed structs☆14Dec 9, 2023Updated 2 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 3 years ago
- Dark Pool☆35Aug 26, 2019Updated 7 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Imandra Modelling Language CME MDP Model☆14May 12, 2020Updated 6 years ago
- A c++ matching engine with limit order book☆36Aug 3, 2026Updated 2 months ago
- Simple NYSE Simulator on MemSQL☆19Nov 5, 2015Updated 10 years ago
- ☆13Jul 24, 2020Updated 6 years ago
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆15May 24, 2018Updated 8 years ago
- NiFi Bundle for FIX Protocol☆16Jun 29, 2017Updated 9 years ago
- Fast implementation of an ITCH order book☆416Jun 22, 2022Updated 4 years ago
- C# 7 and .NET Core 2.0 High Performance, published by Packt☆13Jan 15, 2021Updated 5 years ago
- Quantitative Trading Library☆30Apr 14, 2016Updated 10 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆1,078Sep 9, 2026Updated last month
- Design Software Architecture Research☆13May 27, 2018Updated 8 years ago
- Smart Order Router, C++ 11☆19Jan 10, 2016Updated 10 years ago
- C++ Utility Library☆32Jul 13, 2026Updated 3 months ago
- A simple limit order book implemented in Go☆26Oct 29, 2017Updated 8 years ago
- Parser for Nasdaq TotalView ITCH 5.0☆12Jul 31, 2014Updated 12 years ago
- Simple FIX protocol console client☆17Nov 18, 2022Updated 3 years ago
- Implementation of a simple matching engine and an order book for a stock exchange☆13Aug 28, 2017Updated 9 years ago
- This is an educational high-frequency trading system simulator built in C++17 with a real-time GUI. It demonstrates HFT concepts through …☆18Oct 7, 2026Updated last week
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Efficiency/Effectiveness Trade-offs in Learning to Rank☆12Sep 11, 2018Updated 8 years ago
- php+redis实现的交易所币币交易撮合引擎，只支持限价单，仅提供逻辑参考，建议使用bc函数控制计算精度☆27Mar 15, 2019Updated 7 years ago
- EDSL for automated, low-latency trading☆32Jan 10, 2018Updated 8 years ago
- This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB6…☆35Feb 14, 2014Updated 12 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29May 1, 2022Updated 4 years ago
- A simple ring (circular) buffer implementation for the .NET framework, written in C#☆17Aug 28, 2019Updated 7 years ago
- 在Kaggle比赛 Home Credit Default Risk中测试gplearn进行特征工程的效果☆10Jul 18, 2018Updated 8 years ago