limit-order-book topic
limit-order-book
Bitstamp real time console based limit order book
shiny-ob-analytics
obAnalytics Shiny front-end
PyLimitOrderBook
Limit Order Book Implemented in Python
scalpl
volatility harvester prototype
LimitOrderBook.jl
A limit order book matching engine written in Julia
jLOB
L3 Order Book and Matching Engine Implementaion in Java
VisualHFT
VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics...
LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
apxr
A platform for the testing and optimisation of trading algorithms.