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
- A c++ matching engine with limit order book☆33Updated 9 years ago
- Dark Pool☆33Updated 5 years ago
- Quantitative Trading Library☆28Updated 8 years ago
- Fast Limit order book implementation using AVL binary trees☆39Updated 8 years ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- Bitstamp real time console based limit order book☆128Updated 2 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆74Updated 11 months ago
- Collection of tidbits for HFT server config.☆47Updated 3 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 2 weeks ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆25Updated 3 years ago
- A mini matching engine in progress☆17Updated 8 years ago
- Playing with C++17 and performance☆13Updated 6 years ago
- Various implementations of limit order books (matching engines)☆118Updated 7 years ago
- Liquibook Implementation of Order Book with the CMake build system☆13Updated 6 years ago
- A Python module for market simulation☆23Updated 2 months ago
- stores market data from cryptofeed to kdb+☆23Updated 3 years ago
- Tick-to-trade latency benchmark sources☆16Updated 7 years ago
- HKEx Stock Exchange Matching Engine with KDB+ and Q☆25Updated 9 years ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆42Updated 7 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆25Updated 11 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆36Updated 6 years ago
- Market making strategy example☆25Updated 4 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 4 years ago
- ☆38Updated 5 years ago
- C++ trading and matching engine☆137Updated 7 years ago
- ☆28Updated 9 years ago
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆19Updated last month
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆74Updated 4 years ago
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago