orderbooktools / crobat Star 54 Code Issues Pull requests Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange. statistics cryptocurrency quantitative-finance limit-order-book market-microstructure market-microstructure-theory Updated Aug 23, 2021 Jupyter Notebook
krish567366 / submicro-execution-engine Star 5 Code Issues Pull requests Discussions Sub-microsecond bare-metal execution engine with deterministic replay, lock-free order path, and hardware-timestamped latency measurement. research zero-copy simd educational cpp17 lock-free hft quantitative-finance hft-trading algorithmic-trading deterministic order-book backtesting-engine market-microstructure high-frequency-trading market-making ultra-low-latency hawkes-process market-microstructure-theory kernal-driver Updated Dec 15, 2025 Python