Scala OrderBook Reconstructor for high-frequency order-flow data

Build your own historical Limit Order Book dataset

Implementation of a orderbook data structure for LOB research capabilities.

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

A library of type safe sets over fixed size collections of types or values, including methods for accessing, modifying, visiting and iterating over those.

Botvana is high-performance and event-driven trading system built using Rust (in early development).

C++ examples.

C++ interfaces used to communicate with Roq gateways.

Nasdaq Order Book Reconstructor

❗ This is a read-only mirror of the CRAN R package repository. obAnalytics — Limit Order Book Analytics. Homepage: https://github.com/phil8192/ob-analytics Report bugs for this package: https://git…

Modern C++ order matching engine

All-in-one. Trading terminal with generic gateway implementation, tick backtester, charting, and performance evaluator for trading strategies.