stanleywu111 / jump-orderbook
Coding exercise I did ages ago for a Jump Trading interview
☆31Updated 11 years ago
Related projects ⓘ
Alternatives and complementary repositories for jump-orderbook
- C++ low-latency in-memory order book☆81Updated 11 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆134Updated 8 months ago
- High-throughput / low-latency C++ application framework☆63Updated 2 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…☆45Updated 3 years ago
- Yet another HFT framework☆36Updated last month
- A low-latency, high-throughput order matching system implementation.☆35Updated last year
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆37Updated last month
- FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others☆13Updated 3 months ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago
- Everything about low latency system.☆60Updated 3 years ago
- Simple Market Simulator implementation for HFT stress testing☆29Updated 11 years ago
- A C++ Quantitative Trading System☆78Updated 8 years ago
- Personal Project that implements a variety of HFT strategies in C++☆63Updated 3 years ago
- C++ Trading Algorithm Backtest Environment☆86Updated 6 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆164Updated 10 years ago
- Reference documents for low latency programming☆57Updated 3 weeks ago
- Nasdaq Order Book Reconstructor☆228Updated 3 years ago
- ☆44Updated 7 months ago
- A C++ and Python implementation of the limit order book.☆243Updated 4 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆126Updated last year
- C++14 implementation of an Order Book Stock Exchange☆19Updated 8 years ago
- C++ implementation of options pricing models☆75Updated 6 years ago
- Algorithmic Trading in C++☆35Updated 3 years ago
- A collection of High-Frequency trading components☆277Updated 9 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆68Updated 6 months ago
- ☆34Updated 4 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆25Updated 3 years ago
- real high-frequency-trading system based on c++☆56Updated 5 years ago
- C++ examples.☆158Updated this week