HFT-Simulator is an educational Limit Order Book (LOB) + Matching Engine simulator focused on correctly modeling high-frequency trading logic and dynamics.It is not a production system, not connected to any real exchange, and not nanosecond-accurate.
python hft quantitative-finance limit-order-book market-microstructure educational-project price-time-priority high-frequency-financial-data hft-simulation machine-engine
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Updated
Aug 10, 2026 - Python