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…
☆42Updated 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☆37Updated 10 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆41Updated 9 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…☆52Updated 5 years ago
- A C++ Quantitative Trading System☆98Updated 9 years ago
- Implementation of a simple matching engine and an order book for a stock exchange☆13Updated 8 years ago
- Simple limit order book and matching engine.☆34Updated 3 years ago
- A low latency high throughput matching engine based on the rules of the JSE☆115Updated 3 years ago
- Binance C++ library☆68Updated 4 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- C++ Binance Futures SDK.☆24Updated 4 years ago
- A mini matching engine in progress☆17Updated 8 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆97Updated 2 months ago
- Binance Bincoin Exchange C++ API☆72Updated last year
- Exchange Server☆11Updated 4 years ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆990Updated 6 months ago
- C++ trading and matching engine☆138Updated 8 years ago
- 上期技术CTP api的DIY实现,测试用途!~☆25Updated 11 years ago
- Algorithmic Trading in C++☆42Updated 4 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆89Updated 12 years ago
- C++ examples.☆166Updated 3 weeks ago
- Implementation of a orderbook data structure for LOB research capabilities.☆165Updated last year
- Order Book Matching Engine for Stock Exchanges (1us latency for matching)☆156Updated 4 years ago
- A industrial high-performance High Frequency Trading System by C++11, support CTP, Femas and so on. 基于C++11开发的量化交易平台,可实现CTP、飞马等平台的高频交易策…☆82Updated 5 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆499Updated this week
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆67Updated last year
- Implement exchange matching engine by lua script, run in redis☆46Updated 7 years ago
- C++ low-latency in-memory order book☆94Updated 12 years ago
- ☆40Updated 5 years ago
- A low-latency, high-throughput order matching system implementation.☆46Updated 2 years ago
- A matching engine written in C++☆14Updated 7 years ago