High performance components for building Trading Platform such as ultra fast matching engine, order book processor
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Updated
Mar 9, 2024 - C++
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
Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.01446
Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Processor
This C++ matching engine boasts a user friendly, efficient, yet highly customizable interface making it ideal for simulation and research purposes.
Simple implementation of the order book with several benchmarking.
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