jordanbaucke / Limit-Order-BookView external linksLinks
Various implementations of limit order books (matching engines)
☆118Feb 6, 2018Updated 8 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
Sorting:
- Python implementation of fast limit-order book.☆321Oct 26, 2017Updated 8 years ago
- Matching Engine for Limit Order Book☆406Feb 4, 2026Updated last week
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Trading platform for high frequency data☆15Nov 12, 2014Updated 11 years ago
- Simple Limit Order Trading Engine☆25Apr 28, 2014Updated 11 years ago
- Order Book Implementation☆25Nov 15, 2012Updated 13 years ago
- Order Book Matching Engine for Stock Exchanges (1us latency for matching)☆157Mar 9, 2021Updated 4 years ago
- HFTrader is fully automated high frequency trading system☆97Dec 12, 2012Updated 13 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆35Apr 9, 2015Updated 10 years ago
- Order book supporting limit and market orders☆32Jul 5, 2025Updated 7 months ago
- Limit order book model with Poissonian order flow.☆10Jan 2, 2018Updated 8 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18May 21, 2013Updated 12 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Socket.io / Node.js Live Limit Order Book☆11Aug 6, 2014Updated 11 years ago
- Example python script replicating remote orderbook from websocket stream☆14May 11, 2017Updated 8 years ago
- Order Book Analytics Database☆12Mar 31, 2020Updated 5 years ago
- Programming Test☆13Aug 17, 2015Updated 10 years ago
- Modeling high-frequency limit order book dynamics with support vector machines☆742Jan 29, 2016Updated 10 years ago
- MultiBit Exchange☆63Oct 28, 2021Updated 4 years ago
- A tool for detecting cross-currency arbitrage oportunities within the BTC-e bitcoin exchange☆15Nov 1, 2013Updated 12 years ago
- Fully functioning fast Limit Order Book written in Python☆199Jan 1, 2023Updated 3 years ago
- ☆40Feb 25, 2020Updated 5 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…☆27May 30, 2013Updated 12 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,315Nov 13, 2024Updated last year
- Predicting a Stock Price Using a Genetic Algorithm☆16Feb 8, 2018Updated 8 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- Tick, a market data tool.☆19Jul 10, 2013Updated 12 years ago
- Bitstamp real time console based limit order book☆132May 9, 2025Updated 9 months ago
- ☆28Apr 16, 2015Updated 10 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14May 20, 2022Updated 3 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Dec 1, 2016Updated 9 years ago
- This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB6…☆33Feb 14, 2014Updated 11 years ago
- A simple & fast bitcoin trading strategy backtesting solution.☆14Jan 26, 2016Updated 10 years ago
- Get the current orderflow delta from Binance in Go☆19Dec 6, 2022Updated 3 years ago
- Examples for Workshop: Live stock prices with RethinkDb and Deepstream.io☆20Apr 7, 2019Updated 6 years ago
- Euronext Clone☆32Jun 29, 2022Updated 3 years ago
- Machine-learning based high frequency trading algorithm for altcoin cryptocurrencies [moved to closed source]☆54Nov 1, 2017Updated 8 years ago
- BSE is a simple minimal simulation of a limit order book financial exchange☆335Apr 13, 2025Updated 10 months ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago