DrAshBooth/PyLOB

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

High performance order matching engine

Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT) 🚀🚀

A fast L2/L3 orderbook data structure, in C, for Python

Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit

HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading systems, with a focus on concurrent access patterns and lock-free data structures.

VisualHFT Terminal: open-source observability and decision terminal for electronic trading desks. Live Level 2 order books, microstructure analytics, and quantitative execution monitoring.

A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python