mkipnis / DistributedATS
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
☆68Updated 6 months ago
Related projects ⓘ
Alternatives and complementary repositories for DistributedATS
- Cross Exchange/Hedged market making Trading Bot in C++☆127Updated last year
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆27Updated 2 weeks ago
- C++ examples.☆158Updated this week
- Implementation of a orderbook data structure for LOB research capabilities.☆134Updated 8 months ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- Quantitative Trading Library☆27Updated 8 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆24Updated 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 3 months ago
- High-throughput / low-latency C++ application framework☆63Updated 2 years ago
- C++ low-latency in-memory order book☆79Updated 11 years ago
- A low latency high throughput matching engine based on the rules of the JSE☆95Updated 2 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆36Updated 8 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆52Updated last year
- A c++ matching engine with limit order book☆31Updated 9 years ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆41Updated 7 years ago
- Playing with C++17 and performance☆13Updated 6 years ago
- ☆34Updated 4 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆37Updated last month
- Nasdaq Order Book Reconstructor☆228Updated 3 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆97Updated 6 months ago
- Volume-Synchronized Probability of Informed Trading☆106Updated 11 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆27Updated 3 years ago
- Limit Order Book Implemented in Python☆90Updated 6 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆72Updated 5 years ago
- A low-latency, high-throughput order matching system implementation.☆35Updated last year
- Personal Project that implements a variety of HFT strategies in C++☆63Updated 3 years ago
- Deep learning approach for market price prediction, in JAX☆29Updated 6 months ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆111Updated 9 months ago
- C++ Trading Algorithm Backtest Environment☆85Updated 6 years ago