C++ interfaces used to communicate with Roq's market gateways.
☆502Mar 10, 2026Updated 2 weeks ago
Alternatives and similar repositories for roq-api
Users that are interested in roq-api are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- C++ examples.☆166Mar 10, 2026Updated 2 weeks ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆1,003Feb 27, 2026Updated 3 weeks ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆712Mar 10, 2026Updated 2 weeks ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,328Nov 13, 2024Updated last year
- HFT based application that work with Akela Connectivity for NYSE.☆19Jun 22, 2017Updated 8 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆780Mar 2, 2026Updated 3 weeks ago
- High-throughput / low-latency C++ application framework☆70Aug 21, 2022Updated 3 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆651Mar 5, 2026Updated 2 weeks ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,244Aug 27, 2022Updated 3 years ago
- C++ backtesting system for trading strategies (Chinese future market)☆21Jul 5, 2018Updated 7 years ago
- Database for L2 orderbook☆744Jan 25, 2024Updated 2 years ago
- a light-weighted, integrated trading/backtesting system/platform（综合量化交易回测系统/平台）☆594Oct 25, 2022Updated 3 years ago
- Simple Market Simulator implementation for HFT stress testing☆31Jun 9, 2013Updated 12 years ago
- Nasdaq Order Book Reconstructor☆269Oct 22, 2021Updated 4 years ago
- Self-hosted crypto trading bot (automated high frequency market making) written in C++☆3,678Dec 15, 2024Updated last year
- Financial Information Exchange Protocol C++ Library☆315Apr 18, 2024Updated last year
- Binance API C++ implementation☆320Jan 1, 2025Updated last year
- Modern C++ order matching engine☆1,435Mar 15, 2024Updated 2 years ago
- A collection of High-Frequency trading components☆303Nov 8, 2015Updated 10 years ago
- 高频量化交易平台 C++ Trade Platform for quant developer 【浮生着甚苦奔忙，量化之路阻且长。 行行代码凝心血，十年辛苦不寻常】☆1,359Oct 18, 2025Updated 5 months 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…☆54Dec 22, 2020Updated 5 years ago
- Fast implementation of an ITCH order book☆408Jun 22, 2022Updated 3 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆123Feb 3, 2024Updated 2 years ago
- Liquibook Implementation of Order Book with the CMake build system☆16Jul 2, 2018Updated 7 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆194Mar 1, 2026Updated 3 weeks ago
- Kungfu Trader☆3,836May 2, 2024Updated last year
- Personal Project that implements a variety of HFT strategies in C++☆76Apr 29, 2021Updated 4 years ago
- Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adapti…☆2,462Oct 8, 2023Updated 2 years ago
- thOth is an open-source high frequency trading library in C++☆32May 11, 2015Updated 10 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆98Mar 8, 2026Updated 2 weeks ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆652Jul 6, 2023Updated 2 years ago
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆1,100Mar 2, 2026Updated 3 weeks ago
- High frequency trading bot for crypto currencies☆424Feb 7, 2022Updated 4 years ago
- Market Making via Reinforcement Learning☆343Nov 4, 2019Updated 6 years ago
- Web app for arbitrage rate between the following exchanges: Bittrex, Binance, Poloniex, Cryptopia, Liqui, HitBTC, Bitfinex, Exmo, Qryptos…☆12Jan 6, 2023Updated 3 years ago
- High Frequency Market Making☆618Sep 24, 2023Updated 2 years ago
- Libtrading, an ultra low-latency trading connectivity library for C and C++.☆733Dec 16, 2020Updated 5 years ago
- A collection of non-blocking(polling) network libs for Linux, also support solarflare APIs(Tcpdirect/Efvi)☆253Apr 22, 2025Updated 11 months ago
- ☆28Apr 16, 2015Updated 10 years ago