roq-trading / roq-cpp-samplesLinks
C++ examples.
☆165Updated 3 weeks ago
Alternatives and similar repositories for roq-cpp-samples
Users that are interested in roq-cpp-samples are comparing it to the libraries listed below
Sorting:
- C++ interfaces used to communicate with Roq's market gateways.☆493Updated last week
- Nasdaq Order Book Reconstructor☆261Updated 4 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆181Updated last week
- C++ Trading Algorithm Backtest Environment☆95Updated 7 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆159Updated last year
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆93Updated 3 weeks ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆175Updated 6 years ago
- Simple Market Simulator implementation for HFT stress testing☆32Updated 12 years ago
- A collection of High-Frequency trading components☆297Updated 10 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- real high-frequency-trading system based on c++☆112Updated 6 years ago
- A C++ and Python implementation of the limit order book.☆290Updated 5 years ago
- Algorithmic Trading in C++☆42Updated 4 years ago
- Limit Order Book Implemented in Python☆98Updated 7 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆17Updated last year
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆192Updated 10 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆116Updated last year
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 12 years ago
- Matching Engine for Limit Order Book☆403Updated 3 years ago
- Order Imbalance Strategy in High Frequency Trading☆140Updated 7 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆274Updated 3 weeks ago
- HFT based application that work with Akela Connectivity for NYSE.☆20Updated 8 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆297Updated last month
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 6 months ago
- A footprint reversal system to be used inline with your market structure analysis.☆86Updated 5 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆190Updated 11 years ago