kasselouris / CppTrader
Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Processor
☆12Updated 3 years ago
Alternatives and similar repositories for CppTrader
Users that are interested in CppTrader are comparing it to the libraries listed below
Sorting:
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆82Updated last week
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 2 months ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆25Updated 3 years 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☆13Updated 9 months ago
- Simple limit order book and matching engine.☆29Updated 2 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆38Updated 9 years ago
- ☆53Updated last year
- ☆38Updated 5 years ago
- A low-latency, high-throughput order matching system implementation.☆38Updated last year
- Simple Market Simulator implementation for HFT stress testing☆30Updated 11 years ago
- ☆31Updated 5 months ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 4 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆147Updated 2 years ago
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆58Updated 6 months ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆46Updated 7 months ago
- Quantitative Trading Library☆28Updated 9 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆21Updated 4 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- A c++ matching engine with limit order book☆32Updated 10 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆55Updated 11 months ago
- C++ CLI centralizing several crypto currencies exchanges REST API into an all in one tool with a unified interface. Can be extended and u…☆24Updated last week
- An asynchronous low-latency trading system☆41Updated last year
- algo trading backtesting on BitMEX☆77Updated last year
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Repository for market making ideas☆40Updated last year
- C++23 examples.☆162Updated this week
- Collection of tidbits for HFT server config.☆48Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago