hroptatyr / clobLinks
Simple limit order book and matching engine.
☆32Updated 2 years ago
Alternatives and similar repositories for clob
Users that are interested in clob are comparing it to the libraries listed below
Sorting:
- Bitstamp real time console based limit order book☆133Updated 2 months ago
- A c++ matching engine with limit order book☆36Updated 10 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆85Updated 2 weeks ago
- HKEx Stock Exchange Matching Engine with KDB+ and Q☆26Updated 9 years ago
- Dark Pool☆34Updated 5 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- Various implementations of limit order books (matching engines)☆118Updated 7 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14Updated 3 years ago
- C++ trading and matching engine☆139Updated 7 years ago
- A low latency high throughput matching engine based on the rules of the JSE☆104Updated 3 years ago
- Limit Order Book Implemented in Python☆97Updated 7 years ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆156Updated 6 years ago
- obAnalytics Shiny front-end☆75Updated 7 years ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆69Updated 2 months ago
- Fast Limit order book implementation using AVL binary trees☆42Updated 8 years ago
- C++23 examples.☆163Updated last month
- ☆56Updated last year
- Implementation of a orderbook data structure for LOB research capabilities.☆147Updated last year
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 4 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 4 months ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆107Updated 9 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆117Updated last year
- High-performance backtesting engine written in C++ for evaluating trading strategies restricted to a single trading pair (e.g. BTC/USD) a…☆47Updated 2 years ago
- ☆28Updated 10 years ago
- Liquibook Implementation of Order Book with the CMake build system☆14Updated 7 years ago
- A Python module for market simulation☆23Updated 6 months ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆42Updated 8 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆177Updated 11 years ago