GitPlanet
All Categories → No Category → order-book

Top 4 order-book open source projects

clob
Simple limit order book and matching engine.
✭ 17
cM4MakefileRofforder-bookmatching-engine
ITCH
Nasdaq Order Book Reconstructor
✭ 146
C++shellMakefilehftnasdaqorder-booklimit-order-book
roq-samples
How to use the Roq C++20 API for Live Cryptocurrency Algorithmic and High-Frequency Trading as well as for Back-Testing and Historical Simulation
✭ 119
C++CMakeshellpythontradingflatbufferstrading-botcryptocurrencyexchangemarket-datatrading-platformlow-latencytrading-strategiestrading-algorithmshftalgorithmic-tradingarbitrageorder-bookmatching-engineorder-managementtick-databacktestinghigh-frequency-tradingmarket-making
adamant-tradebot
Free 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.
✭ 113
javascriptbotcryptobitcointradingblockchaintrading-botcryptocurrencyexchangetradetradesorder-bookadmliquidityspreadcrypto-exchangesmarket-makingtarget-priceprice-watchingtrade-volumeadamant
1-4 of 4 order-book projects