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…
☆39Updated 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
- C++ trading and matching engine☆138Updated 7 years ago
- A low latency high throughput matching engine based on the rules of the JSE☆109Updated 3 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆92Updated 2 weeks ago
- Implementation of a simple matching engine and an order book for a stock exchange☆13Updated 8 years ago
- A very light matching engine in Python.☆351Updated 3 years ago
- Exchange Server☆11Updated 4 years ago
- A mini matching engine in progress☆17Updated 8 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…☆49Updated 4 years ago
- C++ examples.☆165Updated last week
- Binance C++ library☆68Updated 4 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- Binance Bincoin Exchange C++ API☆73Updated last year
- A low-latency, high-throughput order matching system implementation.☆46Updated 2 years ago
- Simple limit order book and matching engine.☆34Updated 3 years ago
- C++ Binance Futures SDK.☆23Updated 4 years ago
- HKEx Stock Exchange Matching Engine with KDB+ and Q☆26Updated 9 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆188Updated 11 years ago
- c++, low-latency in-porcess communication via mmap☆49Updated 6 years ago
- C++ low-latency in-memory order book☆92Updated 12 years ago
- A C++ Quantitative Trading System☆95Updated 9 years ago
- Matching Engine for Limit Order Book☆400Updated 3 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆491Updated last week
- Implement exchange matching engine by lua script, run in redis☆46Updated 6 years ago
- Order Book Matching Engine for Stock Exchanges (1us latency for matching)☆154Updated 4 years ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆957Updated 4 months ago
- A C++ Library for Strategy Backtesting☆22Updated 12 years ago
- A multi-threaded, high performance market order matching engine.☆121Updated 12 years ago
- Bitstamp real time console based limit order book☆132Updated 6 months ago