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Search results for orderbook hft

9 search results found

Exchange Core ⭐ 1,870

Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.

Hftbacktest ⭐ 753

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

Tectonicdb ⭐ 646

Database for L2 orderbook

Example Hftish ⭐ 630

Example Order Book Imbalance Algorithm

Crypto Rl ⭐ 497

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

Roq Api ⭐ 442

Interface used to communicate with market gateways or a simulator. [C++20] [Interface]

Go Hft Orderbook ⭐ 173

Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges

Roq Samples ⭐ 151

Demonstrates different use-cases. [C++20] [Examples]

Hft Limit Order Book ⭐ 91

Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) 🚀🚀

Nasdaq Order Book Reconstructor

Viperfish ⭐ 51

Library for algorithmic trading

A fast in-memory limit order book (LOB).

Distributedats ⭐ 36

DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over OpenDDS

Pylimitorderbook ⭐ 29

Limit Order Book Implemented in Python

Roq Python ⭐ 9

Python binding of Roq's client library. [Python] [EXPERIMENT]

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Trading Orderbook (88)

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