A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book analyses
☆54Dec 22, 2020Updated 5 years ago
Alternatives and similar repositories for TradingEngine-Ultra-Low-Latency
Users that are interested in TradingEngine-Ultra-Low-Latency are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆123Feb 3, 2024Updated 2 years ago
- real high-frequency-trading system based on c++☆120Apr 5, 2019Updated 6 years ago
- C++ low-latency in-memory order book☆95Nov 17, 2013Updated 12 years ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆1,003Feb 27, 2026Updated 3 weeks ago
- OpenAI Gym Environment for Low-Latency Trading☆19Jun 15, 2018Updated 7 years ago
- Tick-to-trade latency benchmark sources☆17Oct 10, 2017Updated 8 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆166Mar 4, 2024Updated 2 years ago
- Strategy backtester for Uniswap V3.☆10Dec 1, 2021Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 4 years ago
- Bitwyre's Software Development Kit - Algorithmic Trading☆13Oct 30, 2023Updated 2 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆502Mar 10, 2026Updated 2 weeks ago
- Ultra low latency messaging kernel☆157Sep 24, 2014Updated 11 years ago
- Personal Project that implements a variety of HFT strategies in C++☆76Apr 29, 2021Updated 4 years ago
- Binance Futures C++ : A C++17 library. This has been redesigned, see binancebeast repo.☆11Aug 29, 2021Updated 4 years ago
- A desktop program in C++ with all its offices and functions. Connects to trading platforms via EA with☆12Dec 6, 2021Updated 4 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆76Mar 29, 2021Updated 4 years ago
- Fast implementation of an ITCH order book☆408Jun 22, 2022Updated 3 years ago
- Equity Exchange Order Matching Engine implemented in Q running on KDB+☆11Updated this week
- Limit Order Book Implemented in Python☆98Jan 3, 2018Updated 8 years ago
- High-throughput / low-latency C++ application framework☆70Aug 21, 2022Updated 3 years ago
- Liquibook Implementation of Order Book with the CMake build system☆16Jul 2, 2018Updated 7 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- Multi thread TCP server with Boost.Asio and Boost.Coroutine☆30Dec 9, 2013Updated 12 years ago
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆733Dec 16, 2020Updated 5 years ago
- High-frequency trading in a limit order book☆59Apr 15, 2019Updated 6 years ago
- ☆10Jun 14, 2018Updated 7 years ago
- Monitoring trades. Trading Journal, Performance measurments, Manual and automated decision making☆16Oct 26, 2020Updated 5 years ago
- A python script to download daily futures market data from Interactive Brokers using IbPy☆29Jul 17, 2018Updated 7 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Dec 11, 2019Updated 6 years ago
- ☆14Apr 16, 2022Updated 3 years ago
- Collection of documents related tunings for performance of Java low-latency trading systems: from hardware up to application level☆84Jan 29, 2026Updated last month
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Nov 3, 2021Updated 4 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆53Dec 25, 2025Updated 3 months ago
- Shared-memory interprocess communication from C/python using OpenHFT's chronicle-queue protocol☆21Nov 18, 2024Updated last year
- ☆16Jun 28, 2022Updated 3 years ago
- Collection of Models related to market making☆17Jan 25, 2021Updated 5 years ago
- A program to optimize option trading strategies☆15Nov 14, 2020Updated 5 years ago
- Technical Indicators written in Cython/C☆63Dec 17, 2023Updated 2 years ago
- a ping pong and maker/taker order bot for trading cryptocurrency on Waves Exchange, Poloniex, Bittrex, and Binance☆28May 29, 2021Updated 4 years ago