olibre / Cpp14-OrderBookLinks
C++14 implementation of an Order Book Stock Exchange
☆22Updated 9 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:
- Implementation of a orderbook data structure for LOB research capabilities.☆159Updated last year
- Nasdaq Order Book Reconstructor☆261Updated 4 years ago
- C++ low-latency in-memory order book☆92Updated 12 years ago
- A C++ and Python implementation of the limit order book.☆290Updated 5 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆181Updated last week
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆118Updated last year
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆39Updated 12 years ago
- real high-frequency-trading system based on c++☆112Updated 6 years ago
- Simple Market Simulator implementation for HFT stress testing☆32Updated 12 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 performance, low latency high frequency trading system written from scratch in C++☆54Updated 2 years ago
- A collection of High-Frequency trading components☆297Updated 10 years ago
- An asynchronous low-latency trading system☆62Updated last year
- Algorithmic Trading in C++☆42Updated 4 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆190Updated 11 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆93Updated 3 weeks ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- A C++ Quantitative Trading System☆95Updated 9 years ago
- Fast implementation of an ITCH order book☆395Updated 3 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆117Updated last year
- ☆139Updated 4 years ago
- C++ examples.☆165Updated 3 weeks ago
- Python bindings for Aeron messaging.☆20Updated 3 years ago
- Yet another HFT framework☆47Updated 2 months ago
- A low-latency, high-throughput order matching system implementation.☆46Updated 2 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☆17Updated last year
- Java Market Data Handler for CME Market Data (MDP 3.0)☆81Updated 3 years ago
- A low latency high throughput matching engine based on the rules of the JSE☆110Updated 3 years ago