zyli5313 / matchingLinks
A c++ matching engine with limit order book
☆32Updated 10 years ago
Alternatives and similar repositories for matching
Users that are interested in matching are comparing it to the libraries listed below
Sorting:
- ☆38Updated 5 years ago
- Tick-to-trade latency benchmark sources☆16Updated 7 years ago
- Dark Pool☆33Updated 5 years ago
- Implementation of a simple matching engine and an order book for a stock exchange☆13Updated 7 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 2 months ago
- Helix, a market data feed handler for C and C++.☆115Updated 7 years ago
- Simple limit order book and matching engine.☆30Updated 2 years ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆38Updated 9 years ago
- ☆28Updated 10 years ago
- C++ trading and matching engine☆138Updated 7 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 11 years ago
- A mini matching engine in progress☆17Updated 8 years ago
- Liquibook Implementation of Order Book with the CMake build system☆14Updated 6 years ago
- Playing with C++17 and performance☆13Updated 6 years ago
- ☆11Updated 10 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆83Updated last week
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆47Updated 7 months ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆25Updated 12 years ago
- fixpp - A modern C++ FIX library☆83Updated 8 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…☆49Updated 4 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆87Updated 11 years ago
- High-throughput / low-latency C++ application framework☆68Updated 2 years ago
- A C++ Library for Strategy Backtesting☆21Updated 12 years ago
- This project implements an elementary version of a maching engine in a stock market exchange. It uses data structures and algorithms to d…☆33Updated 7 years ago
- Order Book Implementation☆25Updated 12 years ago
- A matching engine written in C++☆13Updated 6 years ago
- C++ Binance Futures SDK.☆20Updated 4 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆172Updated 11 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆114Updated last year
- Various implementations of limit order books (matching engines)☆118Updated 7 years ago