proydakov / ihft
Yet another HFT framework
☆41Updated last month
Alternatives and similar repositories for ihft
Users that are interested in ihft are comparing it to the libraries listed below
Sorting:
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆46Updated 7 months ago
- High-throughput / low-latency C++ application framework☆68Updated 2 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
- ☆38Updated 5 years ago
- ☆53Updated last year
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated last month
- C++ Binance Futures SDK.☆19Updated 3 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆34Updated 11 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆38Updated 9 years ago
- erfvicap is a packet capture tool for network adapters from Solarflare☆63Updated 2 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 11 years ago
- Everything about low latency system.☆62Updated 4 years ago
- A high performance map.☆99Updated 5 years ago
- C++ low-latency in-memory order book☆90Updated 11 years ago
- Tick-to-trade latency benchmark sources☆16Updated 7 years ago
- A simple and efficient single producer multiple consumer queue, suititable for both ITC and IPC.☆100Updated 8 months ago
- Python bindings for Aeron messaging.☆20Updated 3 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- A simple CME exchange simulator using the ilink 3 protocol.☆13Updated 4 years ago
- C++23 examples.☆162Updated this week
- High performance, low latency high frequency trading system written from scratch in C++☆37Updated last year
- A c++ matching engine with limit order book☆32Updated 10 years ago
- Reference documents for low latency programming☆61Updated 6 months 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 9 months ago
- Collection of tidbits for HFT server config.☆48Updated 3 years ago
- Algorithmic trading strategies research and execution platform☆21Updated 3 weeks ago
- Algorithmic Trading in C++☆38Updated 3 years ago
- C++ class to connect to kdb+☆17Updated 6 years ago
- Branch Optimisation for High-frequency Trading☆57Updated last year
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago