zzsun777 / cpp_multithreaded_order_matching_engineLinks
Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows
☆41Updated 9 years ago
Alternatives and similar repositories for cpp_multithreaded_order_matching_engine
Users that are interested in cpp_multithreaded_order_matching_engine are comparing it to the libraries listed below
Sorting:
- 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
- C++ low-latency in-memory order book☆92Updated 12 years ago
- A c++ matching engine with limit order book☆37Updated 10 years ago
- A low-latency, high-throughput order matching system implementation.☆46Updated 2 years ago
- High-throughput / low-latency C++ application framework☆70Updated 3 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆93Updated 2 weeks ago
- Implementation of a orderbook data structure for LOB research capabilities.☆159Updated last year
- A C++ and Python implementation of the limit order book.☆290Updated 5 years ago
- Binance Bincoin Exchange C++ API☆73Updated last year
- A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)☆48Updated last year
- Yet another HFT framework☆47Updated 2 months ago
- Algorithmic Trading in C++☆42Updated 4 years ago
- Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.☆103Updated last year
- A collection of High-Frequency trading components☆296Updated 10 years ago
- C++ examples.☆165Updated 2 weeks ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆179Updated this week
- C++ interfaces used to communicate with Roq's market gateways.☆493Updated this week
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- C++ Binance Futures SDK.☆23Updated 4 years ago
- Nasdaq Order Book Reconstructor☆261Updated 4 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆31Updated last week
- ☆40Updated 5 years ago
- Fast implementation of an ITCH order book☆394Updated 3 years ago
- A simple and efficient single producer multiple consumer queue, suititable for both ITC and IPC.☆118Updated last year
- C++ Trading Algorithm Backtest Environment☆95Updated 7 years ago
- Financial Information Exchange Protocol C++ Library☆304Updated last year
- A C++ Quantitative Trading System☆95Updated 9 years ago
- Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.☆190Updated 11 years ago
- Collection of tidbits for HFT server config.☆51Updated 4 years ago
- Coding exercise I did ages ago for a Jump Trading interview☆39Updated 12 years ago