Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.

High performance components for building Trading Platform such as ultra fast matching engine, order book processor

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

Free self-hosted market-making bot for crypto projects & token issuers. Volume, spread, liquidity, price ranges, and dynamic order books — all in one.

C++ interfaces used to communicate with Roq's market gateways.

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.

Nasdaq Order Book Reconstructor

Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT) 🚀🚀

simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders

DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS

Sub-microsecond bare-metal execution engine with deterministic replay, lock-free order path, and hardware-timestamped latency measurement.

A multi-asset matching engine for market places of all sizes

Deep learning approach for market price prediction, in JAX

https://aux.exchange/

Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).

Exchange-grade CLOB matching engine + microstructure analytics in C++20

统一的实时金融行情数据API，覆盖外汇、贵金属、指数、美股、港股、A股和加密货币，支持 WebSocket 实时推送与 REST 接口访问 | Unified real-time market data API covering forex, commodities, indices, US stocks, HK stocks, A-shares and cryptocurrencies, with WebSocket streaming and REST access

📊🎨 Nice looking financial chart examples.

Simple limit order book and matching engine.

MeatPy