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

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

Library for algorithmic trading

A low-latency, high-throughput order matching system implementation.

Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.

orderbook based backtesting suite using MBO data from Databento

Playing with C++17 and performance

Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Processor

C++ and Python app to create your custom orderbook.

Limit Orderbook & Matching Engine + market simulation & visualsation.

This Orderbook Simulation is a C++ application that simulates an order book for financial markets, featuring VWAP calculation, a custom neural network for price prediction, and Python GUIs for order management and visualization.

Simple order matching engine in C++14

Simple client/server example that can be used as a starting point for development using Fix8Pro

Low latency Limit Order Book and Matching Engine written in C++

Order Book Fast Algorithm develop by Alan Z. Valencia

An orderbook implementation

An orderbook implementation with RiskControl model, which will execute self-cross checking and rate limiting. High performance using shared lock and lock free mechanism.

High-performance C++ Implementation of a Limit Order Book and a Matching Engine

Financial orders cache with the option to add, remove and match orders quickly.

Implementation of a simple Equity Order Matching Engine using C/C++