mkipnis / DistributedATSLinks
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
☆86Updated 2 weeks ago
Alternatives and similar repositories for DistributedATS
Users that are interested in DistributedATS are comparing it to the libraries listed below
Sorting:
- Cross Exchange/Hedged market making Trading Bot in C++☆151Updated 2 years ago
- C++23 examples.☆162Updated last month
- Implementation of a orderbook data structure for LOB research capabilities.☆147Updated last year
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- A C++ and Python implementation of the limit order book.☆282Updated 5 years ago
- Nasdaq Order Book Reconstructor☆252Updated 3 years ago
- A low latency high throughput matching engine based on the rules of the JSE☆103Updated 3 years ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- algo trading backtesting on BitMEX☆79Updated last year
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆63Updated 2 years ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆130Updated last week
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆69Updated last year
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 3 years ago
- Yet another HFT framework☆44Updated last week
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 4 months ago
- A low-latency, high-throughput order matching system implementation.☆45Updated 2 years ago
- real high-frequency-trading system based on c++☆91Updated 6 years ago
- C++ low-latency in-memory order book☆93Updated 11 years ago
- Limit Order Book Implemented in Python☆97Updated 7 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆147Updated 5 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆113Updated last year
- An asynchronous low-latency trading system☆53Updated last year
- Bitstamp real time console based limit order book☆133Updated 2 months ago
- A c++ matching engine with limit order book☆36Updated 10 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…☆51Updated 4 years ago
- ☆56Updated last year
- A fast L2/L3 orderbook data structure, in C, for Python☆279Updated 8 months ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆177Updated 11 years ago
- Quantitative Trading Library☆28Updated 9 years ago