Alternatives and similar repositories for limit-order-book

Users that are interested in limit-order-book are comparing it to the libraries listed below

• phil8192 / shiny-ob-analytics
  obAnalytics Shiny front-end
  ☆76Updated 7 years ago
• phil8192 / ob-analytics
  R package intended for visualisation, analysis and reconstruction of limit order book data
  ☆159Updated 6 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆99Updated 8 years ago
• DrAshBooth / PyLOB
  Fully functioning fast Limit Order Book written in Python
  ☆198Updated 3 years ago
• danielktaylor / PyLimitBook
  Python implementation of fast limit-order book.
  ☆321Updated 8 years ago
• mjuchli / ctc-executioner
  Master Thesis: Limit order placement with Reinforcement Learning
  ☆179Updated 2 weeks ago
• fiquant / marketsimulator
  The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…
  ☆67Updated 10 years ago
• AntonVonGolub / Code
  Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
  ☆114Updated 8 years ago
• dyn4mik3 / OrderBook
  Matching Engine for Limit Order Book
  ☆404Updated 3 years ago
• jordanbaucke / Limit-Order-Book
  Various implementations of limit order books (matching engines)
  ☆118Updated 7 years ago
• roq-trading / roq-cpp-samples
  C++ examples.
  ☆166Updated 2 weeks ago
• Nucs / cryptocurrency-ticks-data
  590 days of trade ticks on BTC/ETH/LTC/NEO to USDT
  ☆94Updated 6 months ago
• economicnetwork / archon
  Trading framework
  ☆79Updated 2 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆62Updated 8 years ago
• joequant / algobroker
  Algo execution engine
  ☆97Updated 9 years ago
• mmargenot / machine-learning-market-maker
  Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
  ☆107Updated 10 years ago
• ragoragino / avellaneda-stoikov
  Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…
  ☆91Updated 8 years ago
• kmanley / orderbook
  A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…
  ☆78Updated 5 years ago
• gsitgithub / SubMicroTrading
  Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)
  ☆195Updated 10 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• jvirtanen / coinbase-fix-example
  Simple example application for Coinbase Pro FIX API
  ☆54Updated last month
• JPalounek / order-book
  Fast Limit order book implementation using AVL binary trees
  ☆43Updated 9 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 12 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆76Updated 4 years ago
• ajtulloch / quantcup-orderbook
  Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.
  ☆197Updated 12 years ago
• bloq / cpptrade
  C++ trading and matching engine
  ☆138Updated 8 years ago
• ztomsy / ztom
  ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.
  ☆61Updated 2 years ago
• hroptatyr / clob
  Simple limit order book and matching engine.
  ☆34Updated 3 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆80Updated 2 years ago
• pgaref / orderbook
  OrderBook Simulator with Limit and Iceberg functionality
  ☆81Updated 6 years ago