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
- C++ trading and matching engine☆137Updated 7 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆172Updated 11 years ago
- Bitstamp real time console based limit order book☆129Updated 2 years ago
- Bitcoin arbitrage trading system☆51Updated 9 years ago
- A multi-threaded, high performance market order matching engine.☆119Updated 11 years ago
- HKEx Stock Exchange Matching Engine with KDB+ and Q☆25Updated 9 years ago
- Buttercoin Trade Engine☆115Updated 10 years ago
- Python implementation of fast limit-order book.☆313Updated 7 years ago
- Port of winning www.quantcup.org competition entry (implementing a fast stock exchange matching engine for an HFT bot) from C to Go☆95Updated 9 years ago
- Helix, a market data feed handler for C and C++.☆114Updated 7 years ago
- A library for parsing FIX (Financial Information eXchange) protocol messages.☆69Updated 2 years ago
- obAnalytics Shiny front-end☆75Updated 6 years ago
- Simple limit order book and matching engine.☆29Updated 2 years ago
- A c++ matching engine with limit order book☆32Updated 10 years ago
- A collection of High-Frequency trading components☆288Updated 9 years ago
- FIX (Financial Information eXchange) Engine implemented in Python☆98Updated 8 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆87Updated 11 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆186Updated 9 years ago
- Fully functioning fast Limit Order Book written in Python☆187Updated 2 years ago
- ☆33Updated 6 years ago
- Order Book Matching Engine for Stock Exchanges (1us latency for matching)☆149Updated 4 years ago
- Python Limit Order Book using Redis zsets☆29Updated 11 years ago
- portable C++ API for Interactive Brokers TWS☆132Updated 5 years ago
- Fast Limit order book implementation using AVL binary trees☆39Updated 8 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆73Updated 4 years ago
- Real-time Coinbase Exchange (GDAX) order book + basic market maker bot☆229Updated 4 years ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆156Updated 6 years ago
- An in-memory copy of the order book on the GDAX cryptocurrency exchange, updated in real time via WebSocket feed, exposed in a thread-saf…☆40Updated 6 years ago
- high-frequency trading☆59Updated 12 years ago
- Bitquant related scripts and configuration files☆133Updated 11 months ago