You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
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).
this script downloads the full Level-3 Order Book in real-time from the Coinbase Trading platform https://pro.coinbase.com/, which is a digital currency exchange. This script enables you to maintain an accurate and up-to-date copy of the exchange order book.
An orderbook implementation with RiskControl model, which will execute self-cross checking and rate limiting. High performance using shared lock and lock free mechanism.