mkipnis / DistributedATS
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
☆79Updated this week
Alternatives and similar repositories for DistributedATS:
Users that are interested in DistributedATS are comparing it to the libraries listed below
- Cross Exchange/Hedged market making Trading Bot in C++☆144Updated 2 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- C++ examples.☆162Updated 3 weeks ago
- Personal Project that implements a variety of HFT strategies in C++☆72Updated 3 years ago
- Quantitative Trading Library☆28Updated 9 years ago
- High-throughput / low-latency C++ application framework☆67Updated 2 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆38Updated 9 years ago
- A low latency high throughput matching engine based on the rules of the JSE☆100Updated 2 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated last month
- Fast, Multi threaded and Efficient Trade Matching Engine☆25Updated 3 years ago
- A low-latency, high-throughput order matching system implementation.☆38Updated last year
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆42Updated 7 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- 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 8 months ago
- An asynchronous low-latency trading system☆40Updated last year
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆53Updated 10 months ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆125Updated 4 months ago
- C++ low-latency in-memory order book☆89Updated 11 years ago
- High-performance backtesting engine written in C++ for evaluating trading strategies restricted to a single trading pair (e.g. BTC/USD) a…☆44Updated 2 years ago
- Collection of tidbits for HFT server config.☆48Updated 3 years ago
- Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Process…☆12Updated 3 years ago
- Nasdaq Order Book Reconstructor☆241Updated 3 years ago
- A c++ matching engine with limit order book☆32Updated 9 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆140Updated 4 years ago
- Repository for market making ideas☆40Updated 11 months ago
- Volume-Synchronized Probability of Informed Trading☆111Updated 11 years ago
- ☆38Updated 5 years ago
- ☆28Updated 10 years ago