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.
☆105Updated 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,…☆266Updated last year
- My computational solution to Jane Street's monthly puzzles.☆347Updated 4 years ago
- Curating resources for learning how to trade☆122Updated 11 months ago
- Guide to prepare for HFT interviews (SWEs)☆184Updated 3 weeks ago
- ☆115Updated 2 months ago
- My Goto Repository (Self-Maintained) for Everything on Finance and Technology☆149Updated 2 years ago
- Study resources for quantitative finance☆234Updated 3 years ago
- Our C++ Programming Interview☆48Updated 5 years ago
- The ultimate guide to landing a job or internship in quantitative finance.☆256Updated 2 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆128Updated last year
- Solutions to the Jane St monthly puzzles☆296Updated 2 weeks ago
- STOC'D: Stochastic Trade Optimization for Credit Derivatives☆35Updated last year
- Jane Street quant interview/test☆120Updated 8 years ago
- Computational Statistics For Quantitative Finance☆44Updated last year
- Drop your resources for quant and related to that here☆250Updated last year
- OCaml Market Making Game (SEE PYTHON VERSION)☆50Updated 2 years ago
- Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathemat…☆78Updated last year
- Backtester for IMC Prosperity 2 algorithms☆60Updated last year
- Trading intern test☆34Updated 6 years ago
- J.P. Morgan Quant Challenge 2022 Questions☆55Updated 3 years ago
- Quant prep resources/logs☆554Updated 4 months ago
- Disclaimer: The information/data provided is for informational purposes only. Readers are advised to exercise their own judgment and use …☆77Updated 2 months ago
- Courses, Articles and many more which can help beginners or professionals.☆866Updated 4 years ago
- ☆140Updated 4 years ago
- Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display meth…☆86Updated 5 years ago
- Codes for the concepts related to quantitative finance☆58Updated last month
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆350Updated last month
- HFT signals on GDAX☆113Updated 8 years ago
- A list of companies of possible interest for mathematicians (or related) that are looking for a job in quantitative finance in Zurich.☆246Updated 4 months ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆79Updated 3 years ago