The Orderbook Project is a C++ application simulating a financial order book. It manages buy and sell orders, matches them according to their prices, and keeps track of trades. The application supports two types of orders: Good Till Cancel (GTC) and Fill and Kill (FOK).
Order Book Fast Algorithm develop by Alan Z. Valencia
Low-latency system that consumes historical market data from Databento, passes it through a lock-free ring buffer, and processes it in a separate thread to compute a simple real-time statistic.
A basic implementation of an order book system, simulating a financial market environment. Supports market and limit orders with bid/ask sides, order matching, and order book visualization. Ideal for understanding the core concepts of trading systems and financial market mechanics.
C++ Order Book
Financial orders cache with the option to add, remove and match orders quickly.
Merge BTC/USD orderbooks of Kraken, Gemini, and Coinbase
High-performance C++17 market simulator with NUMA-aware PMR arenas, zero-allocation order books, LMDB persistence, and real-time gRPC streaming.
High-performance, multi-threaded algorithmic trading engine for crypto exchanges
C++ Futures Orderbook implementing FIX Order Communication Protocol and Visual Depth of Market (DOM).
A high performance limit order book in CPP
Diploma Thesis - High performance components for building a Trading Platform such as an ultra fast Matching Engine and Order Book Processor
This Orderbook Simulation is a C++ application that simulates an order book for financial markets, featuring VWAP calculation, a custom neural network for price prediction, and Python GUIs for order management and visualization.
Limit orderbook supporting multiple order types written in C++
Ultra-low-latency C++ trading engine for crypto markets
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