High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact analytics, and backtesting of VWAP, TWAP, POV, and market-making strategies with reproducible PnL and risk metrics.
☆38Aug 30, 2025Updated 6 months 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:
- A high-performance, robust, C++ based Limit Order Book and matching engine designed for real-world high-frequency trading. Utilizes a Mar…☆43Sep 22, 2025Updated 5 months ago
- Trading API for Quedex Bitcoin Derivatives Exchange.☆11May 28, 2020Updated 5 years ago
- Microsoft Fonts for usage in Linux☆20Dec 5, 2021Updated 4 years ago
- QuantMinds Rough Volatility Workshop lectures☆47Nov 16, 2025Updated 4 months ago
- High-performance option pricing and volatility modeling library.☆82Aug 18, 2025Updated 7 months ago
- [Python Package] Code from 'The Elements of Hawkes Processes' Book☆31Sep 28, 2023Updated 2 years ago
- Fastscalper - Rust Based Desktop App for OpenAlgo☆12Sep 16, 2024Updated last year
- C++学习代码笔记仓库，OOP、STL，有较多注释帮助理解回顾基本知识点。☆14Jan 31, 2023Updated 3 years ago
- A simple example of creating javascript directed-graph for topic relationship visualization using d3.js (v4)☆12Mar 7, 2022Updated 4 years ago
- C++14 implementation of an Order Book Stock Exchange☆23Oct 29, 2016Updated 9 years ago
- ☆17Dec 19, 2025Updated 3 months ago
- Zipline-Live, a Pythonic Algorithmic Trading Library☆10May 1, 2023Updated 2 years ago
- ☆13May 10, 2024Updated last year
- Starter template for python projects☆18Feb 15, 2024Updated 2 years ago
- A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and …☆244Updated this week
- algorithm trading for China A Stock Market☆31May 22, 2025Updated 9 months ago
- ☆17Jun 17, 2025Updated 9 months ago
- MIDI to JSON converter for Piano Tiles 2☆17Aug 14, 2018Updated 7 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆23Feb 2, 2025Updated last year
- SciFin is a python package for Science & Finance.☆11Oct 25, 2020Updated 5 years ago
- This is a Chrome Extension that helps to get authorization from any Mini App using Telegram Web version, even if the app does not work in…☆15Feb 14, 2025Updated last year
- Multihreaded 64 bit c++ files for processing numba arrays☆17Apr 23, 2024Updated last year
- IQFeed client running on wine in docker☆12Aug 29, 2020Updated 5 years ago
- A small framework to benchmark forecasting models via backtesting☆13Nov 25, 2023Updated 2 years ago
- 💪📈 Powerfolio! is a stock screener and portfolio analysis. Backtest buy-and-hold vs. trading on RSI. Build a portfolio using efficient…☆10Jun 7, 2021Updated 4 years ago
- OpenGalaxy - Explore the open source world free.☆27Nov 23, 2023Updated 2 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆11Jan 12, 2026Updated 2 months ago
- a python package for simulation and inference of Hawkes processes.☆70Apr 1, 2021Updated 4 years ago
- A Visual Programming Language for Cryptocurrency Trading Strategies on Bybit☆26Jul 7, 2025Updated 8 months ago
- Interactive Quant Portfolio Visualizer Dash App☆13Mar 8, 2024Updated 2 years ago
- Vector Database Lite (like SQLITE but for vectors)☆13Jul 10, 2022Updated 3 years ago
- A tool for detecting anomalies in time series data☆11Dec 1, 2022Updated 3 years ago
- ☆15Dec 16, 2022Updated 3 years ago
- RESTful API for trading stocks (single or pairs), deployed on Heroku☆14Nov 7, 2023Updated 2 years ago
- Time series regime analysis in python☆13Oct 13, 2022Updated 3 years ago
- My literate emacs config☆14Sep 27, 2025Updated 5 months ago
- ☆11Mar 25, 2023Updated 2 years ago
- Trading Bot using backtrader.☆14Sep 27, 2018Updated 7 years ago