Alternatives and similar repositories for bitmex-api

Users that are interested in bitmex-api are comparing it to the libraries listed below

• 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)
  ☆47Updated 9 months ago
• ntorm1 / Atlas
  ☆56Updated last year
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆146Updated last year
• diamondrod / kdbplus
  Dual q/kdb+ interface for API to build a shared library and an IPC client.
  ☆22Updated last year
• penberg / helix
  Helix, a market data feed handler for C and C++.
  ☆117Updated 7 years ago
• sashamakarenko / fixpp
  FIX library generated with C++ PreProcessor to be used in latency sensitive context.
  ☆29Updated 4 months ago
• aspone / OrderBook
  C++ low-latency in-memory order book
  ☆91Updated 11 years ago
• AgalmicVentures / Werk
  High-throughput / low-latency C++ application framework
  ☆68Updated 2 years ago
• DanielDubi / StaticFlatMap
  A high performance map.
  ☆100Updated 5 years ago
• david-grs / stable_vector
  STL-compliant stable vector container
  ☆30Updated 6 years ago
• morganstanley / Xpedite
  A non-sampling profiler purpose built to measure and optimize performance of C++ low latency/real time systems
  ☆169Updated 2 months ago
• Open-Markets-Initiative / low-latency-reference
  Reference documents for low latency programming
  ☆62Updated 8 months ago
• zzsun777 / cpp_multithreaded_order_matching_engine
  Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows
  ☆37Updated 9 years ago
• cepappliance / tick-to-trade-latency
  Tick-to-trade latency benchmark sources
  ☆16Updated 7 years ago
• dovahcrow / factor-expr
  Factor Expression + Historical Data = Factor Values
  ☆29Updated last year
• HFTrader / hbthreads
  A simple coroutine-based reactor library
  ☆48Updated last month
• bgn9000 / Cpp1y-OrderBook
  ☆39Updated 5 years ago
• stanleywu111 / jump-orderbook
  Coding exercise I did ages ago for a Jump Trading interview
  ☆38Updated 12 years ago
• chuvpilo / OrderBook
  Order Book Implementation
  ☆25Updated 12 years ago
• proydakov / ihft
  Yet another HFT framework
  ☆44Updated 3 months ago
• piquette / quantlib
  The idiomatic rust implementation of the QuantLib C++ quantitative finance library
  ☆162Updated 4 years ago
• dgrr / binance-futures-sdk
  C++ Binance Futures SDK.
  ☆22Updated 4 years ago
• 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…
  ☆50Updated 4 years ago
• fairtide / aeron-python
  Python bindings for Aeron messaging.
  ☆20Updated 3 years ago
• rigtorp / spartan
  A collection of High-Frequency trading components
  ☆291Updated 9 years ago
• databento / dbn
  Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
  ☆114Updated this week
• datar / low-latency-system
  Everything about low latency system.
  ☆64Updated 4 years ago
• ajtulloch / quantcup-orderbook
  Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.
  ☆176Updated 11 years ago
• jmakov / dragonflybot
  A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
  ☆61Updated 2 years ago
• hroptatyr / clob
  Simple limit order book and matching engine.
  ☆32Updated 2 years ago