roq-trading / roq-apiLinks
C++ interfaces used to communicate with Roq's market gateways.
☆484Updated this 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.☆663Updated this week
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆919Updated last month
- C++ examples.☆163Updated this week
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆579Updated this week
- Nasdaq Order Book Reconstructor☆254Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,239Updated 9 months ago
- A C++ and Python implementation of the limit order book.☆284Updated 5 years ago
- Binance API C++ implementation☆305Updated 7 months ago
- Fast implementation of an ITCH order book☆382Updated 3 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆739Updated last week
- High frequency trading bot for crypto currencies☆401Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆576Updated 2 years ago
- High Frequency Market Making☆569Updated last year
- Cross Exchange/Hedged market making Trading Bot in C++☆152Updated 2 years ago
- A collection of High-Frequency trading components☆294Updated 9 years ago
- real high-frequency-trading system based on c++☆95Updated 6 years ago
- Matching Engine for Limit Order Book☆397Updated 3 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆148Updated last year
- ☆413Updated 4 years ago
- A low-latency, high-throughput order matching system implementation.☆46Updated 2 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆281Updated 9 months ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆450Updated 4 years ago
- C++ low-latency in-memory order book☆92Updated 11 years ago
- Example Order Book Imbalance Algorithm☆810Updated 2 years ago
- Financial Information Exchange Protocol C++ Library☆301Updated last year
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆908Updated this week
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆247Updated 2 weeks ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆298Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆491Updated 2 years ago
- A C++ stock market algorithmic trading bot☆267Updated 6 years ago