olibre / Cpp14-OrderBookLinks
C++14 implementation of an Order Book Stock Exchange
☆22Updated 8 years ago
Alternatives and similar repositories for Cpp14-OrderBook
Users that are interested in Cpp14-OrderBook are comparing it to the libraries listed below
Sorting:
- C++ low-latency in-memory order book☆93Updated 11 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆148Updated last year
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆152Updated 2 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆70Updated last year
- A C++ and Python implementation of the limit order book.☆283Updated 5 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…☆51Updated 4 years ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- real high-frequency-trading system based on c++☆94Updated 6 years ago
- Nasdaq Order Book Reconstructor☆252Updated 3 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆49Updated 10 months ago
- An asynchronous low-latency trading system☆54Updated last year
- Coding exercise I did ages ago for a Jump Trading interview☆38Updated 12 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆85Updated 3 weeks ago
- Yet another HFT framework☆44Updated 2 weeks ago
- Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++☆11Updated last year
- Order Book Programming Problem☆24Updated 7 years ago
- ☆39Updated 5 years ago
- C++ examples.☆163Updated this week
- A collection of High-Frequency trading components☆294Updated 9 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆177Updated 11 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☆14Updated last year
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 4 months ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆83Updated 2 years ago
- Python bindings for Aeron messaging.☆20Updated 3 years ago
- Fast implementation of an ITCH order book☆376Updated 3 years ago
- Algorithmic Trading in C++☆39Updated 3 years ago
- ☆125Updated 3 years ago