Mike Kipnis's repositories

DistributedATS

DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS

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ql_rest

REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib

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liquibook

Modern C++ order matching engine

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qldds

QLDDS - Data Distribution Service for QuantLib

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WebTrader

WebTrader is a web based front-end that interacts with DistributedATS via FIX

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ITCH

Nasdaq Order Book Reconstructor

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json-rpc-cxx

JSON-RPC for modern C++

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OpenHFT

Parent module to include active modules

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reveal.js-plugins

Plugins for reveal.js

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Strata

Open source analytics and market risk library from OpenGamma

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itch-order-book

Fast implementation of an ITCH order book

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BondLab

Bond Lab is a suite of software for the analysis of fixed income securities.

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doks-example

Example DigitalOcean Kubernetes workload with service exposed through a DO load-balancer.

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exchange-core

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

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hummingbot

Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain

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idefix

Integrated Development Environment for Financial Information Exchange

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