Alternatives and similar repositories for hft-server-settings

Users that are interested in hft-server-settings are comparing it to the libraries listed below

• TechieBoy / rust-orderbook
  Limit Order book and matching engine in Rust.
  ☆56Updated 3 years ago
• cyclosresearch / ring-buffers-research
  An assortment of ring buffer designs for eductional and research purposes
  ☆70Updated 7 months ago
• andrewlfc7 / funding-arb-bot
  Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities
  ☆18Updated last year
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆160Updated last year
• Naseefabu / ultra-low-latency-orderbook
  Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance
  ☆185Updated 3 weeks ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆37Updated 4 years ago
• 0xDub / kernel-tuning-base
  Lil Rust project to help compare network latencies between tuned and non-tuned servers
  ☆27Updated last year
• 0xDub / rust-channel-benchmark
  A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)
  ☆32Updated last year
• andrewlfc7 / BFX-BSI
  Orderflow trading bot based on BSI
  ☆22Updated last year
• jmakov / dragonflybot
  A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
  ☆65Updated 2 years ago
• crypto-crawler / carbonbot
  A command line tool based on the crypto-crawler library.
  ☆72Updated 2 years ago
• ninja-quant / ninjabook
  A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python
  ☆183Updated last year
• brucify / orderly
  A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream
  ☆78Updated 3 years ago
• hulatown / vpin
  Application of VPIN in cyrptocurrency market.
  ☆21Updated 6 years ago
• Kautenja / limit-order-book
  A C++ and Python implementation of the limit order book.
  ☆292Updated 5 years ago
• evermarkets / market-maker-bot
  Market making strategy example
  ☆28Updated 4 years ago
• fourth-descender / HFT-Model
  Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context
  ☆23Updated 10 months ago
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated last year
• OctopusTakopi / binance_l3_est
  Uses L2 data's change in time to estimate a L3 order book microstructure on Binance
  ☆162Updated 5 months ago
• rubik / lobster
  A fast in-memory limit order book (LOB).
  ☆164Updated 2 years ago
• LevBeta / Agil
  ☆22Updated last year
• JurajZelman / airl-market-making
  The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …
  ☆32Updated 2 weeks ago
• renzibei / flashws
  A high-performance WebSocket library optimized for low latency and high throughput.
  ☆35Updated 9 months ago
• ilia-funtov / crypto-market-data-collector
  Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++
  ☆12Updated last year
• proydakov / ihft
  Yet another HFT framework
  ☆48Updated last week
• camandrewz / CamCapital
  Personal Project that implements a variety of HFT strategies in C++
  ☆74Updated 4 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆35Updated 4 years ago
• adamkhakhar / lp-delta-hedge
  ☆69Updated 3 years ago
• paraita / hft-sim
  Simple Market Simulator implementation for HFT stress testing
  ☆31Updated 12 years ago
• hangukquant / disruptor_cpp
  lightweight LMAX disruptor v3 port in C++20
  ☆34Updated 3 months ago