roq-trading / roq-apiLinks
C++ interfaces used to communicate with Roq's market gateways.
☆487Updated 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.☆678Updated last week
- C++ examples.☆165Updated last month
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆942Updated 3 months ago
- Nasdaq Order Book Reconstructor☆258Updated 4 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆604Updated this week
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,265Updated 11 months ago
- A C++ and Python implementation of the limit order book.☆287Updated 5 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆749Updated last month
- Avellaneda-Stoikov HFT market making algorithm implementation☆595Updated 2 years ago
- A collection of High-Frequency trading components☆294Updated 9 years ago
- Fast implementation of an ITCH order book☆389Updated 3 years ago
- Binance API C++ implementation☆309Updated 9 months ago
- Matching Engine for Limit Order Book☆398Updated 3 years ago
- High frequency trading bot for crypto currencies☆408Updated 3 years ago
- ☆420Updated 4 years ago
- High Frequency Market Making☆598Updated 2 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆155Updated last year
- Cross Exchange/Hedged market making Trading Bot in C++☆158Updated 2 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆289Updated 11 months ago
- real high-frequency-trading system based on c++☆106Updated 6 years ago
- C++ low-latency in-memory order book☆92Updated 11 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆259Updated this week
- Financial Information Exchange Protocol C++ Library☆303Updated last year
- C++ Trading Algorithm Backtest Environment☆93Updated 7 years ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆461Updated 4 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆509Updated 3 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…☆940Updated this week
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆180Updated 11 years ago
- Example Order Book Imbalance Algorithm☆817Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago