Limit Order Book Reconstruction.

Limit order books game as an extensive form game to solve using backward induction

A fast, and efficient trade matching engine built in C++ utilizing Chrono, BOOST, and STL libraries

L2 data generator - Limit Order Book reconstruction project

Awesome Archive of Various Decentralised Exchanges and their digital dynamics

A fast price-time-quantity limit order book (LOB) matching engine written in Rust

Rust Market Simulation Library with a Python API

Various implementations of a limit order book for benchmarking.

📖 Fast LimitOrderBook in TS.

An event driven orderbook for algotrading written in Crystal

[Educational] Implementation of Stock Exchange Order Book. Attempt to code a real world both limit and market order book using java

Limit order book class in python

Centralised Limit Order Book in Rust

Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morgan AI Research, 2019)>.

Pytorch implementation of TABL from Temporal Attention Augmented Bilinear Network for Financial Time Series Data Analysis

Deep learning approach for market price prediction, in JAX

This C++ matching engine boasts a user friendly, efficient, yet highly customizable interface making it ideal for simulation and research purposes.

In this limit order book problem I've divided the problem into multiple subproblems in which "printChart()" function is printing the Ask and Bid order details which we call from the "main()" function and also provided the required data, "calculateChart()" is the function which is calculating the total value of Ask and Bid orders and their differ…

DeepLOB Implementation on Bitcoin Perpetual Data