mkipnis / DistributedATSLinks
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
☆97Updated 2 months ago
Alternatives and similar repositories for DistributedATS
Users that are interested in DistributedATS are comparing it to the libraries listed below
Sorting:
- C++ examples.☆166Updated 3 weeks ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆192Updated 2 months ago
- Implementation of a orderbook data structure for LOB research capabilities.☆165Updated last year
- A low latency high throughput matching engine based on the rules of the JSE☆115Updated 3 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆67Updated 2 years ago
- Personal Project that implements a variety of HFT strategies in C++☆75Updated 4 years ago
- High-performance backtesting engine written in C++ for evaluating trading strategies restricted to a single trading pair (e.g. BTC/USD) a…☆54Updated 2 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- Simple Market Simulator implementation for HFT stress testing☆31Updated 12 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆120Updated last year
- A C++ and Python implementation of the limit order book.☆295Updated 5 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆133Updated last year
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆31Updated last week
- Quantitative Trading Library☆30Updated 9 years ago
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆52Updated 5 years ago
- Nasdaq Order Book Reconstructor☆269Updated 4 years ago
- A fast in-memory limit order book (LOB).☆164Updated 3 years ago
- A c++ matching engine with limit order book☆37Updated 10 years ago
- Yet another HFT framework☆50Updated last month
- ☆34Updated 5 years ago
- Market making strategy example☆28Updated 4 years ago
- ☆46Updated 3 years ago
- Collection of tidbits for HFT server config.☆53Updated 4 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆41Updated 9 years ago
- Fast Limit order book implementation using AVL binary trees☆43Updated 9 years ago
- Algorithmic trading strategies research and execution platform☆45Updated 2 weeks ago
- Repository for market making ideas☆43Updated last year
- OrderBook Simulator with Limit and Iceberg functionality☆81Updated 6 years ago