Top 6 order-book Open-Source Projects

exchange-core

59 1,974 0.0 Java

Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees. (by exchange-core)
crypto-rl

10 799 0.0 Python

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

Project mention: crypto-rl: Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders) | /r/algoprojects | 2023-12-10

InfluxDB

www.influxdata.com featured

Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
roq-api

14 455 9.2 C++

The C++23 interfaces used to communicate between trading strategies and market gateways.

Project mention: roq-api: NEW Extended Research - star count:393.0 | /r/algoprojects | 2023-06-11

roq-samples

8 154 8.8 C++

Example projects demonstrating how to use Roq's C++23 APIs.
DistributedATS

1 56 7.2 C++

DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
fwoba

1 4 7.5 Python

Frequency Weighted OrderBook Analysis

Project mention: Frequency weighted orderbook analysis | /r/madeinpython | 2023-09-27

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).