lobster
DistributedATS
lobster | DistributedATS | |
---|---|---|
11 | 1 | |
97 | 56 | |
- | - | |
10.0 | 7.2 | |
over 1 year ago | 9 days ago | |
Rust | C++ | |
ISC License | GNU General Public License v3.0 or later |
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lobster
DistributedATS
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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?
wondertrader - WonderTrader——量化研发交易一站式框架
itch-order-book - Fast implementation of an ITCH order book
mmb - Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.
exchange-core - Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
algotrading - Algorithmic trading framework for cryptocurrencies.
viperfish - Library for algorithmic trading
heisenberg - Algo trading code, documentation and webinars.
quickfix - QuickFIX C++ Fix Engine Library
exchange-core - Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees. [Moved to: https://github.com/exchange-core/exchange-core]
sarch - Steam Chat Offline Archiver
fix-simple-binary-encoding - A FIX standard for binary message encoding
liquibook - Modern C++ order matching engine