jordanbaucke / Limit-Order-Book
Various implementations of limit order books (matching engines)
☆118Updated 7 years ago
Alternatives and similar repositories for Limit-Order-Book:
Users that are interested in Limit-Order-Book are comparing it to the libraries listed below
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆167Updated 11 years ago
- C++ trading and matching engine☆137Updated 7 years ago
- Bitstamp real time console based limit order book☆128Updated 2 years ago
- A multi-threaded, high performance market order matching engine.☆119Updated 11 years ago
- high-frequency trading☆58Updated 12 years ago
- A collection of High-Frequency trading components☆287Updated 9 years ago
- Fully functioning fast Limit Order Book written in Python☆184Updated 2 years ago
- HKEx Stock Exchange Matching Engine with KDB+ and Q☆25Updated 9 years ago
- Python implementation of fast limit-order book.☆312Updated 7 years ago
- Helix, a market data feed handler for C and C++.☆114Updated 7 years ago
- FIX (Financial Information eXchange) Engine implemented in Python☆98Updated 8 years ago
- National Stock Exchange of India Limit Order Book Simulation☆36Updated 4 years ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆69Updated 2 years ago
- A c++ matching engine with limit order book☆33Updated 9 years ago
- obAnalytics Shiny front-end☆75Updated 6 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆73Updated 3 years ago
- Matching Engine for Limit Order Book☆378Updated 3 years ago
- Algo execution engine☆91Updated 8 years ago
- Buttercoin Trade Engine☆115Updated 10 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆87Updated 11 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆112Updated last year
- Order Book Matching Engine for Stock Exchanges (1us latency for matching)☆149Updated 4 years ago
- Big Data course project (EPFL) - Trading strategies based on order book☆29Updated 10 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- Fast Limit order book implementation using AVL binary trees☆38Updated 8 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆186Updated 9 years ago
- Bitcoin arbitrage trading system☆51Updated 9 years ago
- Fast implementation of an ITCH order book☆358Updated 2 years ago
- Dark Pool☆33Updated 5 years ago
- portable C++ API for Interactive Brokers TWS☆132Updated 5 years ago