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Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
Created
2018-08-05
287 commits to master branch, last one 2 years ago
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
Created
2018-06-21
200 commits to arctic-streaming-ticks-full branch, last one 2 years ago
High performance components for building Trading Platform such as ultra fast matching engine, order book processor
Created
2017-07-19
574 commits to master branch, last one 3 months ago
Free self-hosted market-making software for cryptocurrency projects and exchanges. Makes trade volume, maintains spread and liquidity/depth, set price range, and builds live-like dynamic order book.
Created
2020-03-12
701 commits to master branch, last one 3 months ago
OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short explorat...
Created
2021-03-08
10 commits to main branch, last one 3 years ago
Nasdaq Order Book Reconstructor
Created
2019-03-09
174 commits to master branch, last one 2 years ago
simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders
Created
2019-01-27
109 commits to master branch, last one 10 months ago
Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) :rocket::rocket:
Created
2022-07-26
766 commits to main branch, last one 7 days ago
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
Created
2021-02-22
135 commits to master branch, last one 2 months ago
https://aux.exchange/
Created
2022-10-13
313 commits to main branch, last one about a year ago
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
Created
2021-07-13
7 commits to main branch, last one 2 years ago