Alternatives and similar repositories for Ed

Users that are interested in Ed are comparing it to the libraries listed below

• jacklu2030 / TradingEngine-Ultra-Low-Latency
  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
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆95Updated 7 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆31Updated 12 years ago
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆75Updated 4 years ago
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆93Updated 12 years ago
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆166Updated 2 weeks ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆164Updated last year
• nyarosu / hft
  High performance, low latency high frequency trading system written from scratch in C++
  ☆55Updated 2 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆70Updated 3 years ago
• Naseefabu / ultra-low-latency-orderbook
  Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance
  ☆191Updated last month
• dmikushin / binance-cxx-api
  Binance Bincoin Exchange C++ API
  ☆72Updated last year
• brprojects / Limit-Order-Book
  Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
  ☆133Updated last year
• vincent212 / CME-Market-Data-Handler
  A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)
  ☆51Updated last month
• proydakov / ihft
  Yet another HFT framework
  ☆50Updated last month
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆269Updated 4 years ago
• mkipnis / DistributedATS
  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
  ☆97Updated 2 months ago
• petercerno / trader-backtest
  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
• ydxt25 / QuantSystem
  A C++ Quantitative Trading System
  ☆98Updated 9 years ago
• stanleywu111 / jump-orderbook
  Coding exercise I did ages ago for a Jump Trading interview
  ☆39Updated 12 years ago
• wegamekinglc / Derivatives-Algorithms-Lib
  AAD enabled and scripting included derivatives modeling.
  ☆22Updated last week
• subatomicdev / binancebeast
  C++ library for Binance Futures and Spot. Supports REST and WebSockets, using Boost::Beast with C++17.
  ☆32Updated 4 years ago
• daongochieu2810 / CppAlgoTrading
  Algorithmic Trading in C++
  ☆42Updated 4 years ago
• algosenses / xBacktest
  C++ backtesting system for trading strategies (Chinese future market)
  ☆21Updated 7 years ago
• bgn9000 / Cpp1y-OrderBook
  ☆40Updated 5 years ago
• hangukquant / disruptor_cpp
  lightweight LMAX disruptor v3 port in C++20
  ☆35Updated 4 months ago
• keyianpai / hft
  real high-frequency-trading system based on c++
  ☆115Updated 6 years ago
• zzsun777 / cpp_multithreaded_order_matching_engine
  Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows
  ☆41Updated 9 years ago
• ilia-funtov / crypto-market-data-collector
  Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++
  ☆13Updated last year
• jeog / SimpleOrderbook
  C++(11) financial market orderbook and matching engine with Python extension module
  ☆32Updated 4 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆38Updated 4 years ago