psakoglou / Exchange-Matching-Engine-EmulationLinks
This project implements an elementary version of a maching engine in a stock market exchange. It uses data structures and algorithms to describe an efficient system that handles asynchronous BUY and SELL requests from buyers and sellers on a pool of instruments. The system fills the requests or keeps them pending as per the availability, and kee…
☆35Updated 7 years ago
Alternatives and similar repositories for Exchange-Matching-Engine-Emulation
Users that are interested in Exchange-Matching-Engine-Emulation are comparing it to the libraries listed below
Sorting:
- A c++ matching engine with limit order book☆35Updated 10 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆37Updated 9 years ago
- Implementation of a simple matching engine and an order book for a stock exchange☆13Updated 7 years ago
- A low latency high throughput matching engine based on the rules of the JSE☆103Updated 3 years ago
- A mini matching engine in progress☆17Updated 8 years ago
- Simple limit order book and matching engine.☆32Updated 2 years ago
- Exchange Server☆11Updated 4 years ago
- Dark Pool☆34Updated 5 years ago
- C++ trading and matching engine☆138Updated 7 years ago
- Binance C++ library☆67Updated 3 years ago
- A very light matching engine in Python.☆344Updated 3 years ago
- Implement exchange matching engine by lua script, run in redis☆46Updated 6 years ago
- C++ Binance Futures SDK.☆22Updated 4 years ago
- A low-latency, high-throughput order matching system implementation.☆42Updated 2 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆84Updated last month
- C++ CLI centralizing several crypto currencies exchanges REST API into an all in one tool with a unified interface. Can be extended and u…☆25Updated 2 months ago
- [C++ MFC] automate trades of stock, futures and option☆36Updated 9 years ago
- Binance Bincoin Exchange C++ API☆74Updated 7 months ago
- Order Book Implementation☆25Updated 12 years ago
- C++23 examples.☆164Updated 2 weeks ago
- Quantitative Trading Library☆28Updated 9 years 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…☆50Updated 4 years ago
- Order Book Matching Engine for Stock Exchanges (1us latency for matching)☆150Updated 4 years ago
- A C++ Library for Strategy Backtesting☆21Updated 12 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 4 months ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆908Updated this week
- C++ low-latency in-memory order book☆91Updated 11 years ago
- Playing with C++17 and performance☆13Updated 7 years ago
- C++23 interfaces used to communicate with Roq's market gateways.☆481Updated 2 weeks ago