Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
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Updated
Jun 12, 2024 - C++
Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
Limit orderbook supporting multiple order types written in C++
Fast orderbook implementation using Abseil's flat_hash_map
High performance components for building Trading Platform such as ultra fast matching engine, order book processor
Limit Orderbook & Matching Engine + market simulation & visualsation.
Simple client/server example that can be used as a starting point for development using Fix8Pro
Library for algorithmic trading
A low-latency, high-throughput order matching system implementation.
C++ and Python app to create your custom orderbook.
Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Processor
Implementation of a simple Equity Order Matching Engine using C/C++
Order Book Fast Algorithm develop by Alan Z. Valencia
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