heisenberg
Algo trading code, documentation and webinars. (by profitviews)
DistributedATS
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS (by mkipnis)
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| heisenberg | DistributedATS | |
|---|---|---|
| 1 | 1 | |
| 65 | 56 | |
| - | - | |
| 7.9 | 7.2 | |
| 5 months ago | 9 days ago | |
| C++ | C++ | |
| MIT License | GNU General Public License v3.0 or later |
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
heisenberg
Posts with mentions or reviews of heisenberg.
We have used some of these posts to build our list of alternatives
and similar projects.
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Webinar from ISO Committee member: C++ HFT, <concepts> - and jobs
You can access our Github heisenberg and run our demo algos there against our reference platform FTX.
DistributedATS
Posts with mentions or reviews of DistributedATS.
We have used some of these posts to build our list of alternatives
and similar projects. The last one was on 2022-11-19.
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Low-latency Systems Experience and Side Projects
Several open-source projects can give you a head start. QuickFIX https://github.com/quickfix/quickfix FIX is the ABC of electronic trading. FIX is not a low-latency protocol, but it covers all aspects of electronic trading, from authentication to market data to order entry to post-trade reporting. Every trading venue supports FIX, so you must be familiar with it. QuickFIX provides FIX Server and Client implementations for all versions used on the street and python wrappers for all components. LiquiBook https://github.com/enewhuis/liquibook LiquiBook is an example of a low-latency matching engine. This project should give you an idea of how exchange matches orders. Itch-order-book https://github.com/charles-cooper/itch-order-book Itch-order-book is an example of a low-latency code to process market data. This project is an example of how to process millions of order book changes per second. ITCH is a low-latency market data protocol used by NASDAQ DistirbutedATS https://github.com/mkipnis/DistributedATS DistirbutedATS integrates QuickFIX and LiquiBook to create a simple yet functional exchange. DistributedATS is my experimental project so let me know if you have any questions.
What are some alternatives?
When comparing heisenberg and DistributedATS you can also consider the following projects:
wondertrader - WonderTrader——量化研发交易一站式框架
itch-order-book - Fast implementation of an ITCH order book