roq-trading / roq-apiLinks
C++ interfaces used to communicate with Roq's market gateways.
☆485Updated 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.☆675Updated last week
- C++ examples.☆163Updated last week
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆934Updated 2 months ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆596Updated last week
- Nasdaq Order Book Reconstructor☆256Updated 3 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,260Updated 10 months ago
- A C++ and Python implementation of the limit order book.☆286Updated 5 years ago
- Binance API C++ implementation☆309Updated 9 months ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆748Updated 3 weeks ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆590Updated 2 years ago
- Fast implementation of an ITCH order book☆386Updated 3 years ago
- High frequency trading bot for crypto currencies☆405Updated 3 years ago
- Matching Engine for Limit Order Book☆397Updated 3 years ago
- A collection of High-Frequency trading components☆294Updated 9 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆154Updated 2 years ago
- ☆417Updated 4 years ago
- C++ low-latency in-memory order book☆91Updated 11 years ago
- A C++ stock market algorithmic trading bot☆270Updated 6 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆289Updated 10 months ago
- High Frequency Market Making☆588Updated 2 years ago
- A low-latency, high-throughput order matching system implementation.☆44Updated 2 years ago
- real high-frequency-trading system based on c++☆99Updated 6 years ago
- C++ Trading Algorithm Backtest Environment☆91Updated 7 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆256Updated last month
- Implementation of a orderbook data structure for LOB research capabilities.☆154Updated last year
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆456Updated 4 years ago
- A scalable storage service for cryptocurrency data☆408Updated last year
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆179Updated 11 years ago
- Example Order Book Imbalance Algorithm☆811Updated 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…☆933Updated last week