order-book
There are 50 repositories under order-book topic.
exchange-core/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.
sadighian/crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
chronoxor/CppTrader
High performance components for building Trading Platform such as ultra fast matching engine, order book processor
Adamant-im/adamant-tradebot
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.
Elenchev/order-book-heatmap
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 exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.
martinobdl/ITCH
Nasdaq Order Book Reconstructor
ArjunVachhani/order-matcher
simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders
fasenderos/hft-limit-order-book
Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) :rocket::rocket:
mkipnis/DistributedATS
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
aux-exchange/aux-exchange
https://aux.exchange/
ericbudish/HFT-Races
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
GunnarPDX/Nice-Charts
📊🎨 Nice looking financial chart examples.
tolyo/open-outcry
A multi-asset matching engine for market places of all sizes
hroptatyr/clob
Simple limit order book and matching engine.
jmcph4/PyOBSim
A Python module for market simulation
comeh/LOB_AlgoTrading
Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.01446
jovinjijo/se
A very simplified implementation of a stock exchange.
ismailfer/dukascopy-api-websocket
Spring Boot Dukascopy API (Rest API and Websockets) for Market Data feed, Historical Data, Account Data feed and Instruments, and can place orders
toma-x/exploring-order-book-predictability
Deep learning approach for market price prediction, in JAX
dougkna/order-book
A basic bid/ask spread trading simulation
jmcph4/ironlobe
A fast price-time-quantity limit order book (LOB) matching engine written in Rust
kasselouris/CppTrader
Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Processor
jmcph4/calob
Configurable Automated Limit Order Book
mental32/exchange-orderbook
A (Simple) Spot Exchange In Rust
rapmd73/fwoba
Frequency Weighted OrderBook Analysis
webmass/order-book
Responsive Real-Time Order Book
akononovicius/herding-OB-model
Implementation of the order book model with herd behavior.
ThomasVestergaard/MemExchange-dotnetcore
C# (.NET core 2.1) container friendly in-memory stock exchange. Client-Server architecture.
jmcph4/ironbook
Fast price-time-quantity LOB in C11
thenameisajay/crypto-order-book
This is a real-time order book visualization application for cryptocurrency trading. It uses a WebSocket connection to fetch live order book data from a mock API and displays the top 5 bids and asks for the selected cryptocurrency and exchange.
alexrichterxyz/research_limit_order_book
This C++ matching engine boasts a user friendly, efficient, yet highly customizable interface making it ideal for simulation and research purposes.
gameofdatas/orderbook
Order Book Programming Problem
ismailfer/exchange-simulator
Exchange Simulator using Spring Boot, RestAPI, and Websockets for Order Placement, Order and Trade events, and Market Data events
travisbrady/ocaml-order-book
Order book programming problem implementation in OCaml