There are 20 repositories under order-book topic.
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
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.
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 exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.
simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders
Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) :rocket::rocket:
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over OpenDDS
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
📊🎨 Nice looking financial chart examples.
A multi-asset matching engine for market places of all sizes
Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.01446
Spring Boot Dukascopy API (Rest API and Websockets) for Market Data feed, Historical Data, Account Data feed and Instruments, and can place orders
A basic bid/ask spread trading simulation
Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Processor
A (Simple) Spot Exchange In Rust
Responsive Real-Time Order Book
Implementation of the order book model with herd behavior.
C# (.NET core 2.1) container friendly in-memory stock exchange. Client-Server architecture.
This C++ matching engine boasts a user friendly, efficient, yet highly customizable interface making it ideal for simulation and research purposes.
Exchange Simulator using Spring Boot, RestAPI, and Websockets for Order Placement, Order and Trade events, and Market Data events
Order book programming problem implementation in OCaml
Simple implementation of the order book with several benchmarking.
Deep learning approach for market price prediction, in JAX