stanleywu111 / jump-orderbook
Coding exercise I did ages ago for a Jump Trading interview
☆34Updated 11 years ago
Alternatives and similar repositories for jump-orderbook
Users that are interested in jump-orderbook are comparing it to the libraries listed below
Sorting:
- C++ low-latency in-memory order book☆90Updated 11 years ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- A low-latency, high-throughput order matching system implementation.☆38Updated last year
- C++ Trading Algorithm Backtest Environment☆88Updated 6 years ago
- C++23 examples.☆162Updated this week
- 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…☆49Updated 4 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 11 years ago
- real high-frequency-trading system based on c++☆77Updated 6 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆46Updated 7 months ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆55Updated 11 months ago
- Yet another HFT framework☆42Updated last month
- HFT based application that work with Akela Connectivity for NYSE.☆19Updated 7 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☆13Updated 9 months ago
- High performance, low latency high frequency trading system written from scratch in C++☆37Updated last year
- Nasdaq Order Book Reconstructor☆244Updated 3 years ago
- C++ implementation of options pricing models☆77Updated 7 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆35Updated 3 years ago
- A C++ and Python implementation of the limit order book.☆272Updated 4 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆147Updated 2 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆25Updated 3 years ago
- An asynchronous low-latency trading system☆41Updated last year
- A collection of High-Frequency trading components☆288Updated 9 years ago
- A high performance map.☆99Updated 5 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆172Updated 11 years ago
- A C++ Quantitative Trading System☆90Updated 8 years ago
- ☆38Updated 5 years ago
- ☆154Updated last year
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆82Updated last week