zyli5313 / matchingLinks
A c++ matching engine with limit order book
☆36Updated 10 years ago
Alternatives and similar repositories for matching
Users that are interested in matching are comparing it to the libraries listed below
Sorting:
- ☆39Updated 5 years ago
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆48Updated 9 months 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…☆51Updated 4 years ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- Tick-to-trade latency benchmark sources☆17Updated 7 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 4 months ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆38Updated 9 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆86Updated 2 weeks ago
- C++ Binance Futures SDK.☆22Updated 4 years ago
- Simple limit order book and matching engine.☆32Updated 2 years ago
- Helix, a market data feed handler for C and C++.☆118Updated 7 years ago
- A collection of High-Frequency trading components☆294Updated 9 years ago
- C++ low-latency in-memory order book☆93Updated 11 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆177Updated 11 years ago
- Binance Bincoin Exchange C++ API☆74Updated 8 months ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- C++ trading and matching engine☆139Updated 7 years ago
- Yet another HFT framework☆44Updated last week
- Binance C++ library☆68Updated 3 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆89Updated 11 years ago
- C++(11) financial market orderbook and matching engine with Python extension module☆29Updated 4 years ago
- Dark Pool☆34Updated 5 years ago
- Order Book Implementation☆26Updated 12 years ago
- Java Market Data Handler for CME Market Data (MDP 3.0)☆80Updated 2 years ago
- C++23 examples.☆162Updated last month
- A low-latency, high-throughput order matching system implementation.☆45Updated 2 years ago
- Implementation of a simple matching engine and an order book for a stock exchange☆13Updated 7 years ago
- C++11 tools for low latency systems. LMAX Disruptor, Ring, Ring Allocator.☆31Updated 5 years ago
- fixpp - A modern C++ FIX library☆85Updated 10 months ago
- ☆56Updated last year