ziaagikian / limit-order-bookView external linksLinks
Fast, Multi threaded and Efficient Trade Matching Engine
☆27Aug 12, 2021Updated 4 years ago
Alternatives and similar repositories for limit-order-book
Users that are interested in limit-order-book are comparing it to the libraries listed below
Sorting:
- Apply different deep learning models to limit order book.☆11Mar 6, 2018Updated 7 years ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 4 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 2 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- A c++ matching engine with limit order book☆37May 7, 2015Updated 10 years ago
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆68Oct 26, 2024Updated last year
- A Trading bot framework which uses a combination 1d KVO/Signal and VWAP strategies to place orders on Bitmex. Advanced strategies includi…☆20Jun 19, 2018Updated 7 years ago
- HFT based application that work with Akela Connectivity for NYSE.☆19Jun 22, 2017Updated 8 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 7 years ago
- Limit Order Book Implemented in Python☆99Jan 3, 2018Updated 8 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- Prototype market maker specialized to trade on CoinbasePro☆25Jan 19, 2023Updated 3 years ago
- Deep learning for limit order book trading and mid-price movement☆55Oct 20, 2020Updated 5 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆179Sep 28, 2019Updated 6 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆115May 20, 2024Updated last year
- Poseidon server for openkore-cro☆13Dec 18, 2017Updated 8 years ago
- Solutions for the exercise problems of Steven E. Shreve's Stochastic Calculus for Finance☆37Sep 2, 2019Updated 6 years ago
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆32Jul 31, 2023Updated 2 years ago
- Matching Engine for Limit Order Book☆407Feb 4, 2026Updated 2 weeks ago
- lightweight backtester☆31May 25, 2025Updated 8 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Nov 3, 2021Updated 4 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆80Mar 20, 2019Updated 6 years ago
- a toolkit of KartRider☆18Oct 8, 2024Updated last year
- A log of the state of fil+ allocators☆12Updated this week
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆35Apr 9, 2015Updated 10 years ago
- Fast Limit order book implementation using AVL binary trees☆43Sep 7, 2016Updated 9 years ago
- How to port the Android emulator to an Android phone☆11Dec 1, 2025Updated 2 months ago
- Supporting material for Princeton ORF307☆12Jan 14, 2026Updated last month
- Research sources on graph-based anomaly detection☆13Nov 29, 2022Updated 3 years ago
- Artificial stock market (ASM) with Julia language.☆10Aug 10, 2021Updated 4 years ago
- This project compares the performance of Swin-Transformer v2 implemented in JAX and PyTorch.☆12Jun 8, 2022Updated 3 years ago
- Python based exchange simulator using FIX protocol☆36Aug 20, 2022Updated 3 years ago
- ☆12Jul 8, 2024Updated last year
- Python module for measure the degree of association between variables☆13Apr 20, 2022Updated 3 years ago
- Implement exchange matching engine by lua script, run in redis☆46Dec 6, 2018Updated 7 years ago
- Nasdaq Order Book Reconstructor☆268Oct 22, 2021Updated 4 years ago