jacklu2030 / TradingEngine-Ultra-Low-LatencyLinks
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
☆49Updated 4 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
Sorting:
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆47Updated 8 months ago
- High performance, low latency high frequency trading system written from scratch in C++☆40Updated last year
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆13Updated 10 months ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- ☆38Updated 5 years ago
- C++ low-latency in-memory order book☆92Updated 11 years ago
- Yet another HFT framework☆43Updated 3 months ago
- A C++ 20 backtesting library.☆38Updated 3 months ago
- C++ Trading Algorithm Backtest Environment☆88Updated 6 years ago
- Algorithmic Trading in C++☆38Updated 3 years ago
- A low-latency, high-throughput order matching system implementation.☆41Updated last year
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 3 years ago
- A c++ matching engine with limit order book☆35Updated 10 years ago
- An asynchronous low-latency trading system☆45Updated last year
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆37Updated 9 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- C++ implementation of options pricing models☆77Updated 7 years ago
- Python bindings for Aeron messaging.☆20Updated 3 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆59Updated last year
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 11 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 3 months ago
- C++ class to connect to kdb+☆17Updated 6 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆35Updated 11 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 4 years ago
- c++, low-latency in-porcess communication via mmap☆49Updated 6 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆148Updated 2 years ago
- A C++ Quantitative Trading System☆92Updated 9 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆84Updated last month
- Everything about low latency system.☆62Updated 4 years ago