sadhbh-c0d3 / cpp20-orderbook
Order Book implementation in C++20 (Concepts & Co-Routines)
☆25Updated 9 months ago
Alternatives and similar repositories for cpp20-orderbook:
Users that are interested in cpp20-orderbook are comparing it to the libraries listed below
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆44Updated 4 months ago
- ☆149Updated 10 months ago
- Algo trading code, documentation and webinars.☆67Updated last year
- C++ low-latency in-memory order book☆86Updated 11 years ago
- A simple coroutine-based reactor library☆48Updated 10 months ago
- ☆37Updated 5 years ago
- A C++ ultra low latency trading engine with O(1) performance of order execution, order update, order cancel, O(log(n)) for order book ana…☆46Updated 4 years ago
- A high performance map.☆97Updated 4 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆142Updated 11 months ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated last month
- A c++ matching engine with limit order book☆33Updated 9 years ago
- fixpp - A modern C++ FIX library☆84Updated 5 months ago
- C++ implementation of the FIX Simple Binary Encoding☆46Updated last month
- Yet another HFT framework☆40Updated last month
- High-throughput / low-latency C++ application framework☆66Updated 2 years ago
- Examples and presentation for Pacific++/MeetingC++ talk "Benchmarking C++. From video games to algorithmic trading"☆17Updated 4 years ago
- C++ Binance Futures SDK.☆20Updated 3 years ago
- A simple CME exchange simulator using the ilink 3 protocol.☆13Updated 4 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆37Updated 8 years ago
- Playing with C++17 and performance☆13Updated 6 years ago
- Toy fats log for Meeting C++ 2016☆30Updated 8 years ago
- A simple and efficient single producer multiple consumer queue, suititable for both ITC and IPC.☆90Updated 6 months ago
- STL-compliant stable vector container☆26Updated 6 years ago
- ☆49Updated 11 months ago
- Working basic prototype of variadic template based logging☆37Updated 8 years ago
- ☆16Updated 5 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆73Updated 10 months ago
- Reference documents for low latency programming☆58Updated 4 months ago
- Tick-to-trade latency benchmark sources☆16Updated 7 years ago
- A C++17 technical indicator library for time series data☆15Updated 7 years ago