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89 public repositories
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Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
Updated
Jun 20, 2022
Java
High performance components for building Trading Platform such as ultra fast matching engine, order book processor
An Open Source Cryptocurrency Exchange
Open-Source Cloud-Native Digital Asset & Cryptocurrency Exchange Platform
The Roq C++20 API used for Live Cryptocurrency Algorithmic and High-Frequency Trading as well as for Back-Testing and Historical Simulation
A very light matching engine in Python.
Updated
Jan 2, 2022
Python
Basic order matching engine written in Rust
Updated
Apr 13, 2018
Rust
Official proof decentralized exchange matching engine
A high performance crypto trading engine
Updated
Jun 22, 2022
Rust
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
A C++ and Python implementation of the limit order book.
使用go开发的高性能交易撮合引擎,适用于买卖双方各自报价,按价格优先、时间优先的顺序成交,对买卖双方订单进行撮合的场景。撮合引擎实时输出委托深度、最新价格等数据,方便快速开发集成到交易系统。
simple matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders
A lightweight matching engine written in Kotlin using Event Sourcing, CQRS, FP and RP
Updated
Jun 13, 2021
Kotlin
Limit order book written in Rust
Updated
Jun 24, 2019
Rust
gome- Golang Match Engine, uses Golang for calculations, gRPC for services, ProtoBuf for data exchange, RabbitMQ for queues, and Redis for cache implementation of high-performance matching engine microservices/ gome-高性能撮合引擎微服务
an open source cryptocurrency exchange
Updated
Aug 1, 2022
JavaScript
Matching Engine For Laravel(基于redis的撮合引擎),PHP高性能撮合引擎
easy run viabtc_exchange_server use docker compose. I fix it, then it work in centos , mac and ubuntu
Updated
Jun 10, 2019
Shell
Implement exchange matching engine by lua script, run in redis
OrderBook Simulator with Limit and Iceberg functionality
Updated
Mar 20, 2019
Python
400k orders per second at a 2.5 μs (avg.) latency order matching engine in python
Updated
Aug 20, 2021
Python
Superfast Matching Engine written in golang
Simple limit order book and matching engine.
Stock exchange facilitating trading of one kind of stock by maintaining order book and operating matching engine. Matching engine interfaces with the records of market participants kept in the client book, and updates their portfolios accordingly to the filled orders.
Updated
Jun 21, 2018
Python
Python based exchange simulator using FIX protocol
Updated
Aug 17, 2021
Python
A limit order book matching engine written in Julia
Updated
Dec 2, 2021
Julia
L3 Order Book and Matching Engine Implementaion in Java
Liquibook Implementation of Order Book with the CMake build system
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