jeog / SimpleOrderbookLinks
C++(11) financial market orderbook and matching engine with Python extension module
☆31Updated 4 years ago
Alternatives and similar repositories for SimpleOrderbook
Users that are interested in SimpleOrderbook are comparing it to the libraries listed below
Sorting:
- Simple Market Simulator implementation for HFT stress testing☆32Updated 12 years ago
- ☆28Updated 10 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆114Updated last year
- Limit Order Book Implemented in Python☆98Updated 7 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Updated 4 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆89Updated 12 years ago
- C++ Trading Algorithm Backtest Environment☆94Updated 7 years ago
- 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…☆26Updated 12 years ago
- C++ examples.☆165Updated this week
- Volume Weighted Average Price Optimal Execution☆42Updated 6 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- Nasdaq Order Book Reconstructor☆256Updated 4 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆112Updated 12 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Fully functioning fast Limit Order Book written in Python☆196Updated 2 years ago
- High Frequency Trading☆111Updated 7 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆92Updated 8 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆92Updated 2 weeks ago
- ☆142Updated 2 years ago
- general purpose backtesting platform, prevents look-ahead bias☆29Updated 14 years ago
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆49Updated 4 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆160Updated 2 years ago
- Example of order book modeling.☆57Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 6 months ago
- Implementation of a orderbook data structure for LOB research capabilities.☆158Updated last year
- Bitstamp real time console based limit order book☆132Updated 6 months ago