Pinned Repositories
BondLab
Bond Lab is a suite of software for the analysis of fixed income securities.
DistributedATS
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
doks-example
Example DigitalOcean Kubernetes workload with service exposed through a DO load-balancer.
exchange-core
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
hummingbot
Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain
itch-order-book
Fast implementation of an ITCH order book
liquibook
Modern C++ order matching engine
ql_rest
REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib
qldds
QLDDS - Data Distribution Service for QuantLib
WebTrader
WebTrader is a web based front-end that interacts with DistributedATS via FIX
mkipnis's Repositories
mkipnis/DistributedATS
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
mkipnis/ql_rest
REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib
mkipnis/liquibook
Modern C++ order matching engine
mkipnis/qldds
QLDDS - Data Distribution Service for QuantLib
mkipnis/WebTrader
WebTrader is a web based front-end that interacts with DistributedATS via FIX
mkipnis/ITCH
Nasdaq Order Book Reconstructor
mkipnis/json-rpc-cxx
JSON-RPC for modern C++
mkipnis/OpenHFT
Parent module to include active modules
mkipnis/QuantLibAddin-Old
mkipnis/reveal.js-plugins
Plugins for reveal.js
mkipnis/Strata
Open source analytics and market risk library from OpenGamma
mkipnis/itch-order-book
Fast implementation of an ITCH order book
mkipnis/BondLab
Bond Lab is a suite of software for the analysis of fixed income securities.
mkipnis/doks-example
Example DigitalOcean Kubernetes workload with service exposed through a DO load-balancer.
mkipnis/exchange-core
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
mkipnis/hummingbot
Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain
mkipnis/idefix
Integrated Development Environment for Financial Information Exchange