financial-markets

Here are 8 public repositories matching this topic...

roq-trading / roq-api

The C++23 interfaces used to communicate between trading strategies and market gateways.

api simulation low-latency trading-strategies hft oms market-maker arbitrage financial-markets tick-data back-testing trading-strategy cpp23 centralized-exchanges order-routing crypto-markets order-management-system market-data-feeds

Updated Jun 24, 2024
C++

muditbhargava66 / FIX-FastTrade

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FIX-FastTrade is a high-performance electronic trading system that leverages the Financial Information eXchange (FIX) protocol for fast and reliable communication between trading parties. It is designed to handle high-volume trading scenarios with low latency and high throughput.

high-performance low-latency financial-markets fix-protocol high-frequency-trading electronic-trading

Updated May 6, 2024
C++

Erfaniaa / fix-protocol

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FIX 4.4 session layer implementation for a single pair of initiator (client) and acceptor (server) over TCP

finance tcp cplusplus cpp network boost financial data-structures asio fixprotocol financial-markets fix-protocol socket-programming

Updated Feb 3, 2023
C++

INET-Complexity / ESL

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The Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial agent-based models. The library is designed to take advantage of different computer architectures. In order to facilitate rapid iteration during model development the library can use parallel computation. Econ…

finance economics scientific-computing agent-based-modeling financial-markets economic-models economic-simulation economic-simulation-library