nKastelan / EdLinks
Event-driven backtesting engine written in C++
☆9Updated 10 months ago
Alternatives and similar repositories for Ed
Users that are interested in Ed are comparing it to the libraries listed below
Sorting:
- C++ low-latency in-memory order book☆91Updated 11 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆149Updated 2 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…☆50Updated 4 years ago
- 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
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆63Updated last year
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 3 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆47Updated 9 months ago
- Implementation of a orderbook data structure for LOB research capabilities.☆146Updated last year
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆84Updated last month
- C++ Trading Algorithm Backtest Environment☆89Updated 6 years ago
- C++23 examples.☆164Updated 2 weeks ago
- C++ implementation of options pricing models☆77Updated 7 years ago
- Yet another HFT framework☆44Updated 3 months ago
- High performance, low latency high frequency trading system written from scratch in C++☆40Updated last year
- Collection of tidbits for HFT server config.☆51Updated 3 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 4 months ago
- ☆39Updated 5 years ago
- real high-frequency-trading system based on c++☆87Updated 6 years ago
- A low-latency, high-throughput order matching system implementation.☆42Updated 2 years ago
- Binance Bincoin Exchange C++ API☆74Updated 7 months ago
- A C++ and Python implementation of the limit order book.☆280Updated 5 years ago
- Nasdaq Order Book Reconstructor☆246Updated 3 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆37Updated 12 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆37Updated 9 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 11 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆82Updated 2 years ago
- An asynchronous low-latency trading system☆48Updated last year
- OrderBook Simulator with Limit and Iceberg functionality☆76Updated 6 years ago