kmanley / gorderbookLinks
A fast limit order book implementation in Go, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/orderbook, the Python version).
☆13Updated 5 years ago
Alternatives and similar repositories for gorderbook
Users that are interested in gorderbook are comparing it to the libraries listed below
Sorting:
- Orderbook Event Storage Using TectonicDB☆12Updated 6 years ago
- QuickFIX/Go Examples☆143Updated last month
- Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.☆103Updated 5 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 10 years ago
- A fast price-time-quantity limit order book (LOB) matching engine written in Rust☆16Updated 5 months ago
- The pkg go-orderbook implements a limit order book for high-frequency trading (HFT), as described by WK Selph.☆22Updated last year
- Incredibly fast matching engine for HFT written in Golang☆23Updated last year
- Bitcoin live candlestick chart generated with use of Go libs☆11Updated 4 years ago
- Calculations for theoretical option pricing, using Go (golang)☆34Updated 4 years ago
- Limit order book written in Rust☆73Updated 6 years ago
- Technical indicators with streaming update support☆68Updated 4 years ago
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆59Updated 8 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆59Updated last year
- Bitstamp real time console based limit order book☆131Updated last month
- Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges☆252Updated last year
- A command line program to interact with the IB TWS API using the gofinance/ib library☆18Updated 8 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆76Updated 5 years ago
- A Golang cryptocurrency trading library with support bitcoin/altcoin Realtime-Exchanges-Data☆49Updated 2 years ago
- Trading-AI is a trading bot based on bbgo and langchaingo.☆45Updated last week
- A simple limit order book implemented in Go☆25Updated 7 years ago
- Bitfinex FIX Gateway☆45Updated last year
- Simple Limit Order Trading Engine☆25Updated 11 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆84Updated last month
- The Open Trading Platform UI is a front-end module for trading across 5 crypto currency exchanges allowing both spot and margin trading. …☆65Updated 4 years ago
- Golang implementation for IQ Feed low level network protocol reader.☆27Updated 5 years ago
- A fast in-memory limit order book (LOB).☆152Updated 2 years ago
- High frequency trading using Coinbase exchange.☆19Updated 10 years ago
- A database solution to manage stock ticker & OHLC record☆64Updated 8 years ago
- Convert trade data into candles using different advanced aggregation methods such as volume, time and more☆9Updated 5 years ago
- Bitcoin arbitrage trading system☆51Updated 10 years ago