DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
☆98Updated this week
Alternatives and similar repositories for DistributedATS
Users that are interested in DistributedATS are comparing it to the libraries listed below
Sorting:
- REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financi…☆34Oct 1, 2025Updated 4 months ago
- Modern C++ order matching engine☆13Nov 1, 2025Updated 3 months ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆31Jan 25, 2026Updated last month
- Source generated binary protocol c style packed structs☆14Dec 9, 2023Updated 2 years ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆992Jul 15, 2025Updated 7 months ago
- fixpp - A modern C++ FIX library☆91Sep 25, 2024Updated last year
- Modern C++ order matching engine☆1,419Mar 15, 2024Updated last year
- C++ interfaces used to communicate with Roq's market gateways.☆500Feb 6, 2026Updated 3 weeks ago
- High-throughput / low-latency C++ application framework☆70Aug 21, 2022Updated 3 years ago
- Dark Pool☆34Aug 26, 2019Updated 6 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆43Apr 10, 2016Updated 9 years ago
- Deep dive into stock portfolio☆14Mar 20, 2023Updated 2 years ago
- Calculates correlation coefficient between all symbols in MetaTrader5 Market Watch☆13Jun 4, 2021Updated 4 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆189Dec 3, 2025Updated 2 months ago
- Modern open source C++ FIX framework featuring complete schema customisation, high performance and fast development.☆463Dec 12, 2025Updated 2 months ago
- Human Facial Skin Defects Dataset☆11Aug 8, 2024Updated last year
- AqumenLib is AQumen's financial analytics SDK for pricing and risk.☆20Mar 23, 2025Updated 11 months ago
- This library provides a simple framework to implement genetic algorithms (GA) with Rust.☆10Feb 20, 2026Updated last week
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆52Dec 25, 2025Updated 2 months ago
- Quantitative Trading Library☆31Apr 14, 2016Updated 9 years ago
- OrderBook implementation in rust☆27Apr 27, 2020Updated 5 years ago
- Research on options using machine learning algorithms trained on historical data.☆18Aug 21, 2025Updated 6 months ago
- C++ examples.☆166Feb 6, 2026Updated 3 weeks ago
- Deribit API V2 WS client for Rust.☆48Jul 4, 2024Updated last year
- Lightweight async PubSub framework☆13Aug 24, 2023Updated 2 years ago
- Скрипты для загрузки исторических данных для Deribit☆11Jan 11, 2025Updated last year
- Python API for accessing Lake high frequency tick trades & order book data☆60Nov 2, 2025Updated 3 months ago
- A C++ implementation of the FAST protocol.☆245Mar 26, 2023Updated 2 years ago
- Financial Information Exchange Protocol C++ Library☆314Apr 18, 2024Updated last year
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆14Aug 28, 2022Updated 3 years ago
- STL-compliant stable vector container☆33Oct 21, 2018Updated 7 years ago
- Nasdaq Order Book Reconstructor☆268Oct 22, 2021Updated 4 years ago
- simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders☆171Aug 11, 2025Updated 6 months ago
- ☆28Apr 16, 2015Updated 10 years ago
- Simple limit order book and matching engine.☆34Aug 28, 2022Updated 3 years ago
- Cross-chain atomic swap protocol between Monero and Ethereum☆14Nov 21, 2021Updated 4 years ago
- Serverless Scraper for Cryptocurrency Order Book Data☆15Dec 8, 2022Updated 3 years ago
- Port of www.quantcup.org (implementing a fast stock exchange matching engine) from C to Rust☆17May 30, 2021Updated 4 years ago