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Mike Kipnis (mkipnis)

mkipnis

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Company:Consultant

Location:NYC

Home Page:https://www.linkedin.com/in/mike-kipnis-5971302/

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Mike Kipnis's starred repositories

async-storage

An asynchronous, persistent, key-value storage system for React Native.

Language:TypeScriptLicense:MITStargazers:4605Issues:31Issues:618

pistache

A high-performance REST toolkit written in C++

Language:C++License:Apache-2.0Stargazers:3114Issues:115Issues:545

Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Language:C++License:BSD-3-ClauseStargazers:2817Issues:76Issues:128

mailcore2

MailCore 2 provide a simple and asynchronous API to work with e-mail protocols IMAP, POP and SMTP. The API has been redesigned from ground up.

Language:C++License:NOASSERTIONStargazers:2582Issues:97Issues:1652

Fast-DDS

The most complete DDS - Proven: Plenty of success cases. Looking for commercial support? Contact info@eprosima.com

Language:C++License:Apache-2.0Stargazers:2030Issues:84Issues:1050

nameof

Nameof operator for modern C++, simply obtain the name of a variable, type, function, macro, and enum

Language:C++License:MITStargazers:2002Issues:35Issues:33

VBA-JSON

JSON conversion and parsing for VBA

Language:Visual BasicLicense:MITStargazers:1715Issues:168Issues:239

quickfix

QuickFIX C++ Fix Engine Library

Language:C++License:NOASSERTIONStargazers:1540Issues:148Issues:315

OpenDDS

OpenDDS is an open source C++ implementation of the Object Management Group (OMG) Data Distribution Service (DDS). OpenDDS also supports Java bindings through JNI.

Language:C++License:NOASSERTIONStargazers:1293Issues:68Issues:771

eventpp

Event Dispatcher and callback list for C++

Language:C++License:NOASSERTIONStargazers:1274Issues:54Issues:58

merkletreejs

🌱 Construct Merkle Trees and verify proofs in JavaScript.

Language:TypeScriptLicense:MITStargazers:1137Issues:20Issues:61

CppMicroServices

An OSGi-like C++ dynamic module system and service registry

Language:C++License:Apache-2.0Stargazers:796Issues:69Issues:342

CppTrader

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

Language:C++License:MITStargazers:762Issues:48Issues:31

Engine

Open Source Risk Engine

Language:C++License:NOASSERTIONStargazers:470Issues:58Issues:107

ITCH

Nasdaq Order Book Reconstructor

Language:C++License:Apache-2.0Stargazers:213Issues:11Issues:6

FRB

Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)

Language:PythonLicense:MITStargazers:162Issues:11Issues:9

cpptrade

C++ trading and matching engine

Language:C++Stargazers:131Issues:20Issues:9

rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

Language:PythonLicense:NOASSERTIONStargazers:93Issues:4Issues:57

config

Boost.org config module

Language:C++Stargazers:69Issues:16Issues:103

DistributedATS

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

Language:C++License:NOASSERTIONStargazers:58Issues:6Issues:2

fix2json

A command-line utility to present FIX protocol messages as JSON or YAML

Language:JavaScriptLicense:MITStargazers:49Issues:16Issues:19

dragonflybot

A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.

Language:RustLicense:GPL-3.0Stargazers:46Issues:2Issues:0

cpp_multithreaded_order_matching_engine

Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows

Language:C++Stargazers:34Issues:3Issues:0

CME-Market-Data-Handler

A minimalist, low-latency, HFT CME MDP 3.0 C++ market data feed handler implementing all required features

Language:C++License:MITStargazers:31Issues:3Issues:2

FIX-Order-Routing-Client

FIX order manager client for fix order routing in C++ using QuickFIX engine can be used for Trading Technologies (TT) or CQG and others

Language:C++License:MITStargazers:11Issues:2Issues:0

liquibook

Modern C++ order matching engine

Language:C++License:NOASSERTIONStargazers:10Issues:1Issues:0

ilink3

CME order managment iLink3 codec

Language:C++License:MITStargazers:7Issues:1Issues:0

stock-exchange-simulation

Microservices-based stock exchange simulation with order entry gateway, matching engine, clearing & settlement, market data feed etc.

Language:C++Stargazers:4Issues:2Issues:0

open_ei

Demo of LLM models' potential to serve as autonomous self-healing agents inside mission critical applications.

Language:ElixirStargazers:3Issues:0Issues:0

itch-order-book

Fast implementation of an ITCH order book

Language:C++License:BSD-3-ClauseStargazers:1Issues:1Issues:0