ps4vs / BinaryOrderEntry-CodeGenLinks
A low-latency C++ generator inspired by Fix8, creating encoder, decoder, and message classes from a custom YAML schema for the Binary Order Entry (BOE) protocol. Lightweight and flexible, it supports constrained/optional fields, repeating/nested groups, and versioning—without the complexity of a full FIX engine.
☆106Updated 7 months ago
Alternatives and similar repositories for BinaryOrderEntry-CodeGen
Users that are interested in BinaryOrderEntry-CodeGen are comparing it to the libraries listed below
Sorting:
- A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel,…☆274Updated last year
- ☆117Updated 3 months ago
- Our C++ Programming Interview☆47Updated 5 years ago
- My computational solution to Jane Street's monthly puzzles.☆352Updated 5 years ago
- Study resources for quantitative finance☆247Updated 3 years ago
- Curating resources for learning how to trade☆124Updated last year
- My Goto Repository (Self-Maintained) for Everything on Finance and Technology☆152Updated 2 years ago
- Financial Engineering Repository (Backtesting, Math, Infrastructure & Algorithms Code)☆24Updated last year
- Guide to prepare for HFT interviews (SWEs)☆214Updated last month
- HFT signals on GDAX☆115Updated 8 years ago
- Courses, Articles and many more which can help beginners or professionals.☆880Updated 4 years ago
- ☆465Updated 7 years ago
- ☆33Updated 2 years ago
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆90Updated 5 years ago
- Drop your resources for quant and related to that here☆276Updated 2 years ago
- ☆174Updated 7 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆356Updated 2 months ago
- Top training materials in quantitative finance☆592Updated 5 months ago
- The ultimate guide to landing a job or internship in quantitative finance.☆257Updated 2 years ago
- Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathemat…☆79Updated last year
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆133Updated last year
- Codes for the concepts related to quantitative finance☆59Updated 2 months ago
- Signal processing examples in python☆162Updated 5 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆551Updated 3 years ago
- J.P. Morgan Quant Challenge 2022 Questions☆56Updated 3 years ago
- ☆194Updated 7 months ago
- ☆173Updated 7 years ago
- ☆84Updated 2 years ago
- Disclaimer: The information/data provided is for informational purposes only. Readers are advised to exercise their own judgment and use …☆76Updated 3 months ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆79Updated 3 years ago