sbepp
DistributedATS
| sbepp | DistributedATS | |
|---|---|---|
| 1 | 1 | |
| 34 | 56 | |
| - | - | |
| 8.2 | 7.2 | |
| 8 days ago | 17 days ago | |
| C++ | C++ | |
| MIT License | GNU General Public License v3.0 or later |
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sbepp
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?
fix-simple-binary-encoding - A FIX standard for binary message encoding
itch-order-book - Fast implementation of an ITCH order book
trade-frame - C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]
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.
Final-Fantasy-Type-0-Hd-Unlocker - Asi plugin that inject custom resolutions and framerate into the game.
viperfish - Library for algorithmic trading
Windows11DragAndDropToTaskbarFix - "Windows 11 Drag & Drop to the Taskbar (Fix)" fixes the missing "Drag & Drop to the Taskbar" support in Windows 11. It works with the new Windows 11 taskbar and does not require nasty changes like UndockingDisabled or restoration of the classic taskbar.
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