order-book

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

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

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

Free self-hosted liquidity bot for token issuers who want to improve CEX market quality without sending tokens, funds, or API keys to a third-party market maker.

TickDB: AI-native real time stock API and market data API for US stocks, HK stocks, A-shares, forex, crypto, indices and commodities. Skill, CLI, MCP, REST API and WebSocket. AI 原生实时股票 API 与金融行情数据 API，支持美股、港股、A 股、外汇、加密货币、指数和大宗商品。

AllTick real-time financial market data API with REST and WebSocket access to stocks, forex, crypto, commodities, and indices.

C++ interfaces used to communicate with Roq's market gateways.

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.

Nasdaq Order Book Reconstructor

Replay console for hftbacktest market-making backtests: order book, queue position of every resting order, feed and order latency, fills and the raw feed from the collector, on real recorded Binance Futures data. Rust runner on the hftbacktest crate, text-mode dashboard. A backtester, not a trading bot.

Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT) 🚀🚀

Crypto liquidity detection & algorithmic trading bot. Order book analysis, stop-loss clusters, liquidity sweeps. Multi-exchange (Binance, Bybit, Kraken, OKX). Trading signals, quant research, market microstructure.

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

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

Sub-microsecond bare-metal execution engine with deterministic replay, lock-free order path, and hardware-timestamped latency measurement.

High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact analytics, and backtesting of VWAP, TWAP, POV, and market-making strategies with reproducible PnL and risk metrics.

Bookmap-style order flow visualizer in a single HTML file — real-time heatmaps, trade bubbles, DOM ladder, volume profile, CVD, and liquidity wall detection. Works with OpenAlgo WebSocket for live Indian market data (NSE/NFO/BSE/MCX).

A multi-asset matching engine for market places of all sizes

Production-grade low-latency FPGA trading system. Features custom VHDL 10GBASE-R PHY, hardware NASDAQ ITCH 5.0 order book, C++ DPDK/XDP kernel bypass, and PCIe DMA acceleration. LLM-Inference

Crypto liquidity detection & algorithmic trading bot. Order book analysis, stop-loss clusters, liquidity sweeps. Multi-exchange (Binance, Bybit, Kraken, OKX). Trading signals, quant research, market microstructure.