roq-trading / roq-apiLinks
C++ interfaces used to communicate with Roq's market gateways.
☆493Updated last week
Alternatives and similar repositories for roq-api
Users that are interested in roq-api are comparing it to the libraries listed below
Sorting:
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆698Updated this week
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆973Updated 5 months ago
- C++ examples.☆164Updated last week
- Nasdaq Order Book Reconstructor☆263Updated 4 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆624Updated last month
- A C++ and Python implementation of the limit order book.☆292Updated 5 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,293Updated last year
- Asynchronous, event-driven algorithmic trading in Python and C++☆760Updated last week
- Binance API C++ implementation☆315Updated 11 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆617Updated 2 years ago
- High frequency trading bot for crypto currencies☆418Updated 3 years ago
- A collection of High-Frequency trading components☆301Updated 10 years ago
- Matching Engine for Limit Order Book☆403Updated 3 years ago
- Fast implementation of an ITCH order book☆397Updated 3 years ago
- real high-frequency-trading system based on c++☆114Updated 6 years ago
- C++ low-latency in-memory order book☆92Updated 12 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆159Updated last year
- High Frequency Market Making☆604Updated 2 years ago
- ☆430Updated 4 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆185Updated 3 weeks ago
- C++ Trading Algorithm Backtest Environment☆95Updated 7 years ago
- A low-latency, high-throughput order matching system implementation.☆46Updated 2 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆193Updated 11 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆305Updated last month
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆280Updated this week
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆125Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆541Updated 3 years ago
- Personal Project that implements a variety of HFT strategies in C++☆74Updated 4 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…☆974Updated last week
- A C++ stock market algorithmic trading bot☆275Updated 7 years ago