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aat

Asynchronous, event-driven algorithmic trading in Python and C++

algobot

A C++ stock market algorithmic trading bot

avellaneda-stoikov

Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov

cppserver

Ultra fast and low latency asynchronous socket server & client C++ library with support TCP, SSL, UDP, HTTP, HTTPS, WebSocket protocols and 10K connections problem solution

cpptrade

C++ trading and matching engine

cpptrader

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

doma

Depth of Market Analyzer. GUI tool for hystorical order book analysis

example-hftish

Example Order Book Imbalance Algorithm

finplot

Performant and effortless finance plotting for Python

ghul-orderbook

A HFT order book written in C++ with a python wrapper.

high-frequency

High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)

high-frequency-trading-orderbook

Implementation of a simple (!high-frequency) trading platform, collecting quotes for trades and disseminating orders.

ibtws_l2_miner

Small tool to collect order book data of financial instruments for historical analysis

iqfeedstreamer

Connect to IQConnect and publish market depth updates to zeromq network

itch

Nasdaq Order Book Reconstructor

itch-order-book

Fast implementation of an ITCH order book

krypto-trading-bot

Self-hosted crypto trading bot (automated high frequency market making) written in C++

limit-order-book

A C++ and Python implementation of the limit order book.

liquibook

Liquibook Implementation of Order Book with the CMake build system

live_trading

An algo trading interface for broker APIs with market-depth (level II) data granularity

order-book

Fast Limit order book implementation using AVL binary trees

orderbook

C++ low-latency in-memory order book

orderbook-1

Order Book Implementation

orderbook-2

A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go version)

orderbook-tick-data-trading

verify OrderBook Tick Data Trading Strategy on futures.

price-ladder-viewer

py-market-profile

A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.

pylimitbook

Python implementation of fast limit-order book.

pylimitorderbook

Limit Order Book Implemented in Python

pylob

Fully functioning fast Limit Order Book written in Python