jordanbaucke / Limit-Order-Book
Various implementations of limit order books (matching engines)
☆116Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for Limit-Order-Book
- C++ trading and matching engine☆136Updated 6 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆164Updated 10 years ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆68Updated 2 years ago
- A multi-threaded, high performance market order matching engine.☆120Updated 11 years ago
- Bitstamp real time console based limit order book☆125Updated last year
- Helix, a market data feed handler for C and C++.☆111Updated 7 years ago
- ☆33Updated 5 years ago
- A c++ matching engine with limit order book☆31Updated 9 years ago
- A collection of High-Frequency trading components☆277Updated 9 years ago
- HKEx Stock Exchange Matching Engine with KDB+ and Q☆25Updated 8 years ago
- Simple limit order book and matching engine.☆30Updated 2 years ago
- FIX (Financial Information eXchange) Engine implemented in Python☆96Updated 7 years ago
- Dark Pool☆34Updated 5 years ago
- Fully functioning fast Limit Order Book written in Python☆180Updated last year
- obAnalytics Shiny front-end☆74Updated 6 years ago
- Simple example application for Coinbase Pro FIX API☆50Updated last week
- ☆38Updated 12 years ago
- Python implementation of fast limit-order book.☆304Updated 7 years ago
- Order Book Implementation☆25Updated 12 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆178Updated 8 years ago
- Python Limit Order Book using Redis zsets☆29Updated 10 years ago
- Buttercoin Trade Engine☆115Updated 9 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆111Updated 9 months ago
- Algo execution engine☆89Updated 8 years ago
- Fast Limit order book implementation using AVL binary trees☆36Updated 8 years ago
- Matching Engine for Limit Order Book☆365Updated 2 years ago
- Simple MtGox tradebot☆120Updated last year
- Automated trading strategies backtester☆49Updated 6 years ago