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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Apply different deep learning models to limit order book.☆12Mar 6, 2018Updated 8 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 4 years ago
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆68Apr 13, 2026Updated last month
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Limit Orderbook & Matching Engine + market simulation & visualsation.☆16Oct 11, 2025Updated 7 months ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- A bonding curve factory for simple and easy dynamic bonding curve creation.☆10Jan 24, 2023Updated 3 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 3 years ago
- Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Process…☆13Mar 5, 2022Updated 4 years ago
- ☆11May 10, 2018Updated 8 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 6 years ago
- Limit Order Book Implemented in Python☆101Jan 3, 2018Updated 8 years ago
- 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
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- Python based exchange simulator using FIX protocol☆38Aug 20, 2022Updated 3 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- HFT based application that work with Akela Connectivity for NYSE.☆19Jun 22, 2017Updated 8 years ago
- A fast, and efficient trade matching engine built in C++ utilizing Chrono, BOOST, and STL libraries☆15Aug 24, 2023Updated 2 years ago
- Low latency high throughput GDAX orderbook analysis engine and trading bot☆13Mar 24, 2018Updated 8 years ago
- Matching Engine for Limit Order Book☆409Feb 4, 2026Updated 3 months ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆119May 20, 2024Updated 2 years ago
- Prototype market maker specialized to trade on CoinbasePro☆24Jan 19, 2023Updated 3 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Option Selling Algorithm built upon the Interactive Brokers Python API☆10Oct 9, 2020Updated 5 years ago
- A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future pr…☆13Sep 1, 2021Updated 4 years ago
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆34Jul 31, 2023Updated 2 years ago
- Time Series analysis with Python and ARIMA model to forecast Bitcoin price☆24Sep 5, 2018Updated 7 years ago
- Using the Interactive Brokers API to implement several trade related features☆10Nov 24, 2020Updated 5 years ago
- Solutions for the exercise problems of Steven E. Shreve's Stochastic Calculus for Finance☆37Sep 2, 2019Updated 6 years ago
- Economic indicators using Python and APIs☆16May 11, 2023Updated 3 years ago
- Experiments creating an OpenBB agent using OpenAI function calling☆11Oct 18, 2023Updated 2 years ago
- CAPSTONE Project for Msc Financial Engineering☆13Mar 11, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- hey, pst, trade on qTrade☆13Dec 25, 2019Updated 6 years ago
- An interactive jupyter notebook to help you screen your stocks☆10Apr 21, 2018Updated 8 years ago
- AMM Volume Bot: An intelligent, customizable bot for creating consistent trading volume on decentralized exchanges. Features Gaussian dis…☆14Jul 27, 2024Updated last year
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆36Apr 9, 2015Updated 11 years ago
- Deep learning for limit order book trading and mid-price movement☆54Oct 20, 2020Updated 5 years ago
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Sep 17, 2020Updated 5 years ago
- Clojure library exposing newline delimited files as lightning fast databases☆15Feb 27, 2025Updated last year