jmsadair / RapidTrader
A low-latency, high-throughput order matching system implementation.
☆37Updated last year
Alternatives and similar repositories for RapidTrader:
Users that are interested in RapidTrader are comparing it to the libraries listed below
- C++ low-latency in-memory order book☆86Updated 11 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆137Updated last year
- 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…☆45Updated 4 years ago
- C++ examples.☆162Updated this week
- Implementation of a orderbook data structure for LOB research capabilities.☆142Updated 11 months ago
- Personal Project that implements a variety of HFT strategies in C++☆71Updated 3 years ago
- real high-frequency-trading system based on c++☆67Updated 5 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆73Updated 9 months 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☆14Updated 6 months ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆37Updated 8 years ago
- High-throughput / low-latency C++ application framework☆65Updated 2 years ago
- An asynchronous low-latency trading system☆37Updated 10 months ago
- C++ Trading Algorithm Backtest Environment☆87Updated 6 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆30Updated 11 years ago
- Nasdaq Order Book Reconstructor☆236Updated 3 years ago
- A c++ matching engine with limit order book☆33Updated 9 years ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆41Updated 4 months ago
- A collection of High-Frequency trading components☆283Updated 9 years ago
- A C++ Quantitative Trading System☆84Updated 8 years ago
- A C++ and Python implementation of the limit order book.☆256Updated 4 years ago
- A C++ 20 backtesting library.☆33Updated last year
- HFT based application that work with Akela Connectivity for NYSE.☆20Updated 7 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Updated 6 years ago
- ☆36Updated 4 years ago
- Yet another HFT framework☆39Updated last month
- Algorithmic Trading in C++☆37Updated 3 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆28Updated last month
- High performance, low latency high frequency trading system written from scratch in C++☆27Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆223Updated 9 months ago