Matching Engine for Limit Order Book in Golang
Modeling high-frequency limit order book dynamics with support vector machines
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
Database for L2 orderbook
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
📖 An Order Book app built with React/Typescript and powered by WebSockets.
Basic order matching engine written in Rust
Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.
An Orderbook-based Decentralized Exchange using the Substrate Blockchain Framework.
Scala OrderBook Reconstructor for high-frequency order-flow data
Simple utility classes to handle orderbook snapshot & delta events in node.js, with examples for Bybit & Binance.
Limit orderbook and matching engine written in Python and C++, using Twisted, boost::python and boost::multi_index