panaali / orderbookLinks
Order Book Programming Problem
☆24Updated 7 years ago
Alternatives and similar repositories for orderbook
Users that are interested in orderbook are comparing it to the libraries listed below
Sorting:
- C++ low-latency in-memory order book☆92Updated 12 years ago
- A C++ and Python implementation of the limit order book.☆287Updated 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…☆49Updated 4 years ago
- A collection of High-Frequency trading components☆295Updated 10 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- Fast implementation of an ITCH order book☆392Updated 3 years ago
- A low-latency, high-throughput order matching system implementation.☆46Updated 2 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆158Updated last year
- C++14 implementation of an Order Book Stock Exchange☆22Updated 9 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆98Updated last year
- Cross Exchange/Hedged market making Trading Bot in C++☆161Updated 2 years ago
- A C++ Quantitative Trading System☆95Updated 9 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆492Updated this week
- A C++ 20 backtesting library.☆41Updated 8 months ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- real high-frequency-trading system based on c++☆110Updated 6 years ago
- Algorithmic Trading in C++☆40Updated 4 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆38Updated 12 years ago
- Nasdaq Order Book Reconstructor☆257Updated 4 years ago
- Financial Information Exchange Protocol C++ Library☆304Updated last year
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆48Updated last year
- A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…☆229Updated last year
- A high performance map.☆103Updated 5 years ago
- C++ examples.☆165Updated this week
- A C++ stock market algorithmic trading bot☆274Updated 7 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆41Updated 9 years ago
- Building Low Latency Applications with CPP by Packt Publishing☆570Updated 6 months ago
- Binance API C++ implementation☆312Updated 10 months ago
- ☆163Updated last year
- High performance, low latency high frequency trading system written from scratch in C++☆51Updated 2 years ago