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
☆53Dec 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
Sorting:
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆121Feb 3, 2024Updated 2 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
- C++ low-latency in-memory order book☆94Nov 17, 2013Updated 12 years ago
- Tick-to-trade latency benchmark sources☆17Oct 10, 2017Updated 8 years ago
- real high-frequency-trading system based on c++☆120Apr 5, 2019Updated 6 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Jun 15, 2018Updated 7 years ago
- Bitwyre's Software Development Kit - Algorithmic Trading☆13Oct 30, 2023Updated 2 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
- Binance Futures C++ : A C++17 library. This has been redesigned, see binancebeast repo.☆11Aug 29, 2021Updated 4 years ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆994Updated this week
- Implementation of a orderbook data structure for LOB research capabilities.☆166Mar 4, 2024Updated 2 years ago
- High-throughput / low-latency C++ application framework☆70Aug 21, 2022Updated 3 years ago
- Strategy backtester for Uniswap V3.☆10Dec 1, 2021Updated 4 years ago
- Equity Exchange implemented in Q running on KDB+☆11Nov 7, 2015Updated 10 years ago
- Implement the model of Halperin and Feldshteyn for DJIA and SP500☆10Apr 4, 2019Updated 6 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- Forex news trading app built with java and Dukascopy API. Can open multiple orders and manage them during the news event. Includes strate…☆13May 14, 2019Updated 6 years ago
- ☆10Jun 14, 2018Updated 7 years ago
- Ultra low latency messaging kernel☆157Sep 24, 2014Updated 11 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆76Mar 29, 2021Updated 4 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆500Feb 25, 2026Updated last week
- This repository contains the agent-based stock market model☆25Feb 19, 2018Updated 8 years ago
- Personal Project that implements a variety of HFT strategies in C++☆76Apr 29, 2021Updated 4 years ago
- C++ High Frequency Trading☆10Dec 23, 2016Updated 9 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆18Dec 11, 2019Updated 6 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Fast implementation of an ITCH order book☆408Jun 22, 2022Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Apr 5, 2021Updated 4 years ago
- Marketmaker trading strategy☆29Oct 14, 2016Updated 9 years ago
- Shared-memory interprocess communication from C/python using OpenHFT's chronicle-queue protocol☆21Nov 18, 2024Updated last year
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated last year
- Liquibook Implementation of Order Book with the CMake build system☆15Jul 2, 2018Updated 7 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Nov 3, 2021Updated 4 years ago
- High frequency algotrading bot for bitmex/gdax/etc written to test micro-scale order flow inequality algorithms developed by using machin…☆15Jun 21, 2018Updated 7 years ago
- High-frequency trading in a limit order book☆59Apr 15, 2019Updated 6 years ago
- ☆14Apr 16, 2022Updated 3 years ago
- Market Making / Stat Arb strategy☆61Jun 6, 2017Updated 8 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆732Dec 16, 2020Updated 5 years ago