order-book topic

High performance components for building Trading Platform such as ultra fast matching engine, order book processor

chronoxor

simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders

ArjunVachhani

Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.

exchange-core

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

sadighian

The C++23 interfaces used to communicate between trading strategies and market gateways.

roq-trading

Example projects demonstrating how to use Roq's C++23 APIs.

roq-trading

OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short explorat...

Elenchev

Nasdaq Order Book Reconstructor

martinobdl

Free self-hosted market-making software for cryptocurrency projects and exchanges. Makes trade volume, maintains spread and liquidity/depth, set price range, and builds live-like dynamic order book.

Adamant-im

📊🎨 Nice looking financial chart examples.

GunnarPDX