psakoglou / Exchange-Matching-Engine-Emulation
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…
☆28Updated 6 years ago
Related projects: ⓘ
- A c++ matching engine with limit order book☆31Updated 9 years ago
- Simple limit order book and matching engine.☆29Updated 2 years ago
- Dark Pool☆34Updated 5 years ago
- A mini matching engine in progress☆17Updated 7 years ago
- Exchange Server☆10Updated 3 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆35Updated 8 years ago
- Liquibook Implementation of Order Book with the CMake build system☆14Updated 6 years ago
- C++ trading and matching engine☆133Updated 6 years ago
- Implement exchange matching engine by lua script, run in redis☆45Updated 5 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆64Updated 4 months ago
- Simple example application for Coinbase Pro FIX API☆50Updated 2 weeks ago
- Quantitative Trading Library☆27Updated 8 years ago
- A low-latency, high-throughput order matching system implementation.☆32Updated last year
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆52Updated 3 years ago
- Playing with C++17 and performance☆13Updated 6 years ago
- Various implementations of limit order books (matching engines)☆115Updated 6 years ago
- Bitstamp real time console based limit order book☆123Updated last year
- A multi-threaded, high performance market order matching engine.☆120Updated 10 years ago
- ☆15Updated this week
- Bitfinex C++ API client☆38Updated 5 years ago
- ☆138Updated this week
- Order Book Matching Engine for Stock Exchanges (1us latency for matching)☆139Updated 3 years ago
- Implementation of a simple matching engine and an order book for a stock exchange☆12Updated 7 years ago
- ☆27Updated 9 years ago
- A low latency high throughput matching engine based on the rules of the JSE☆94Updated 2 years ago
- Fast Limit order book implementation using AVL binary trees☆35Updated 8 years ago
- Order Book is a trade engine written using Java Spring Boot. Use Rest to access the endpoints/API.☆17Updated 6 years ago
- HKEx Stock Exchange Matching Engine with KDB+ and Q☆25Updated 8 years ago
- Orderbook Event Storage Using TectonicDB☆12Updated 6 years ago
- High-throughput / low-latency C++ application framework☆61Updated 2 years ago