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arbitrage_research

Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.

btc_orderbook_prediction

coinai.net

数字货币的策略核心

concurrentqueue

A fast multi-producer, multi-consumer lock-free concurrent queue for C++11

cpptrader

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

cppzmq

Header-only C++ binding for libzmq

cxx11tests

Collection of tests to check which C++11 features are supported by a specific (pre-installed) compiler.

deep-learning-for-order-book-price-and-movement-predictions

Limit Order Book data analysis and modeling using LSTM network

fitlog

fitlog是一款在深度学习训练中用于辅助用户记录日志和管理代码的工具

fmtlog

fmtlog is a performant fmtlib-style logging library with latency in nanoseconds.

ft

基于共享内存队列的低时延算法交易系统，支持CTP、XTP、模拟交易及行情网关、回测

gamma-ray

High frequency trading bot for crypto currencies

hands-on-machine-learning-for-algorithmic-trading

Hands-On Machine Learning for Algorithmic Trading, published by Packt

innovation64.github.io

个人博客

ipc_benchmark

IPC benchmark on Linux

itch

Nasdaq Order Book Reconstructor

itch-order-book

Fast implementation of an ITCH order book

kungfu

Kungfu Trader

light-memory-pool

基于Arrow的轻量内存池

light-thread-pool

基于Arrow的轻量线程池

lightning-futures

limit_orderbook_prediction

lio-sam-gpu-scantomapopt

A CUDA reimplementation of the line/plane odometry of LIO-SAM. A point cloud hash map (inspired by iVox of Faster-LIO) on GPU is used to accelerate 5-neighbour KNN search.

mio

Cross-platform C++11 header-only library for memory mapped file IO

mpc

process communication with memory mapped file，probably could be used in trading system

nanolog

header only log inherited from Nanolog

nanolog-1

Low Latency C++11 Logging Library

nanologlite

A revised version of NanoLog which writes human readable log file, and is easier to use.

pollnet

A collection of non-blocking(polling) network libs for Linux, also support solarflare APIs(Tcpdirect/Efvi)

pylimitorderbook

Limit Order Book Implemented in Python