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matching-engine

exchange-core/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.

Java
2286
2 年前

High performance components for building Trading Platform such as ultra fast matching engine, order book processor

C++
919
1 个月前

Basic order matching engine written in Rust

Rust
420
7 年前

A very light matching engine in Python.

Python
349
4 年前

A C++ and Python implementation of the limit order book.

C++
283
5 年前

Go开发的金融证券交易所系统

Go
263
1 个月前

A high performance crypto trading engine

Rust
247
3 年前

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

TypeScript
175
5 天前

simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders

C#
163
8 天前

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

C++
85
1 个月前

OrderBook Simulator with Limit and Iceberg functionality

Python
76
6 年前

Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.

C++
74
1 年前

Limit order book written in Rust

Rust
74
6 年前

Superfast Matching Engine written in golang

Go
73
2 年前

400k orders per second at a 2.5 μs (avg.) latency order matching engine in python

Python
61
10 个月前

gome- Golang Match Engine, uses Golang for calculations, gRPC for services, ProtoBuf for data exchange, RabbitMQ for queues, and Redis for cache implementation of high-performance matching engine microservices/ gome-高性能撮合引擎微服务

Go
59
5 年前