HFT-Orderbook
Limit book
An implementation of a limit order book data structure for high-frequency trading in C.
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
1k stars
49 watching
258 forks
Language: C
last commit: 2 months ago
Linked from 1 awesome list
avl-treebstcdoubly-linked-listhigh-frequency-tradinglimit-order-bookorder-managementorderbookpython3self-balancing-trees
uhub/awesome-cRelated projects:
| Repository | Description | Stars |
|---|---|---|
 drashbooth/pylob | A Python implementation of a fast limit order book exchange model | 180 |
 0b01/tectonicdb | A fast and efficient database for storing high-frequency trading order book data in binary format. | 691 |
 rorysroes/sgx-full-orderbook-tick-data-trading-strategy | Develops a framework to analyze high-frequency limit order book data and predict market outcomes using machine learning algorithms. | 1,963 |
 lechgrzelak/quantfinancebook | Provides solutions to mathematical modeling and computation problems in finance using Python | 516 |
 nkaz001/hftbacktest | A framework for simulating high-frequency trading and market-making strategies with realistic latency and order book simulations. | 2,066 |
 51bitquant/51bitquant | Develops and shares tools for automated cryptocurrency trading using Python and CCXT framework | 871 |
 ghgr/hft_bitcoin | An analysis tool for studying high frequency trading patterns on Bitcoin exchanges | 151 |
 rdubois-crypto/freshcryptolib | A collection of cryptographic primitives and functions for blockchain systems. | 129 |
 monerobook/monerobook | A comprehensive guide to Monero and cryptocurrencies, covering technical aspects and practical usage. | 286 |
 quantrocket-llc/zipline-extensions | An adapter layer between Zipline and QuantRocket for algorithmic backtesting | 18 |
 edouardpoitras/nowtrade | A Python library for creating and backtesting algorithmic trading strategies using machine learning and technical indicators. | 104 |
 fortytools/holumbus | A framework for building powerful indexing and search applications | 57 |
 fasiondog/hikyuu | An open-source trading framework providing a flexible and modular system for developing quantitative trading strategies | 2,261 |
 stefan-jansen/zipline-reloaded | A comprehensive Pythonic algorithmic trading library used for backtesting and developing trading strategies | 1,212 |
 crypto101/book | An introductory book on cryptography written in Python | 3,008 |