Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
-
Updated
Oct 8, 2023 - Java
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
High performance components for building Trading Platform such as ultra fast matching engine, order book processor
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.
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.
simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders
Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) 🚀🚀
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
📊🎨 Nice looking financial chart examples.
A multi-asset matching engine for market places of all sizes
A Python module for market simulation
Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.01446
A very simplified implementation of a stock exchange.
Deep learning approach for market price prediction, in JAX
Spring Boot Dukascopy API (Rest API and Websockets) for Market Data feed, Historical Data, Account Data feed and Instruments, and can place orders
Add a description, image, and links to the order-book topic page so that developers can more easily learn about it.
To associate your repository with the order-book topic, visit your repo's landing page and select "manage topics."