proydakov / ihft
Yet another HFT framework
☆36Updated last month
Related projects ⓘ
Alternatives and complementary repositories for ihft
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆37Updated last month
- 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…☆44Updated 3 years ago
- High-throughput / low-latency C++ application framework☆63Updated 2 years ago
- ☆34Updated 4 years ago
- Python bindings for Aeron messaging.☆19Updated 2 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆27Updated 2 weeks ago
- Tick-to-trade latency benchmark sources☆15Updated 7 years ago
- STL-compliant stable vector container☆24Updated 6 years ago
- erfvicap is a packet capture tool for network adapters from Solarflare☆61Updated last year
- A simple CME exchange simulator using the ilink 3 protocol.☆12Updated 4 years ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- A high performance map.☆93Updated 4 years ago
- ☆43Updated 7 months ago
- C++ low-latency in-memory order book☆79Updated 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☆13Updated 3 months ago
- A simple and efficient single producer multiple consumer queue, suititable for both ITC and IPC.☆79Updated 2 months ago
- Reference documents for low latency programming☆57Updated 2 weeks ago
- C++ library for Binance Futures and Spot. Supports REST and WebSockets, using Boost::Beast with C++17.☆27Updated 3 years ago
- Collection of tidbits for HFT server config.☆44Updated 3 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆134Updated 8 months ago
- This is a hub for the most recent papers in HFT/Algo trading.☆22Updated 5 months ago
- C++ Binance Futures SDK.☆19Updated 3 years ago
- fixpp - A modern C++ FIX library☆79Updated last month
- Create and Parse NASDAQ Itch Messages in Python☆14Updated 4 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆31Updated 11 years ago
- Helix, a market data feed handler for C and C++.☆111Updated 7 years ago
- C++11 tools for low latency systems. LMAX Disruptor, Ring, Ring Allocator.☆31Updated 5 years ago
- A Tcp/Ip stack implementation on top of Solarflare ef_vi, and a C++ headers only framework for tcp multiplexing client/server.☆30Updated 3 years ago