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Crypto-toolbox
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HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
MIT License
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fix:duplicate condition in limit removal logic
#27
thethepai
closed
1 week ago
0
Dhairyarungta patch 1
#25
dhairyarungta
opened
1 year ago
0
Update datastructs.c
#24
dhairyarungta
opened
1 year ago
0
Update utils.c
#23
dhairyarungta
opened
1 year ago
0
Matching Algorithm & Order Updating Question
#22
sandeepmukh
closed
2 years ago
1
Unable to run HFT-Orderbook code
#21
shanhashcah
opened
3 years ago
0
Add struct and API for books
#20
deepbrook
opened
6 years ago
0
minor docstring changes
#19
wardbradt
closed
6 years ago
0
Is using lob.py enough?
#18
adacumos
closed
6 years ago
5
Provide meaningful code example for C implementation
#17
kvak
opened
6 years ago
1
Getting "NotImplementedError" in method balance_grandpa
#16
JoelJaeschke
closed
6 years ago
2
More robust handling of removing limit orders
#15
petenilson
closed
6 years ago
1
Add levels method to return top N levels
#14
kjgd
closed
6 years ago
0
Question: Why not use FastAVLTree from bintrees?
#13
kjgd
closed
6 years ago
1
Understanding how to query the book efficiently
#12
kjgd
closed
6 years ago
3
Better documentation
#11
kjgd
closed
7 years ago
6
Whats is the HFT-Orderbook's main use ?
#10
samholt
closed
7 years ago
5
spelling
#9
Lazzaretti
closed
7 years ago
0
Provide Test Suite for C and Python
#8
deepbrook
opened
7 years ago
0
Add Cython Bindings for C Code in Python Implementation
#7
deepbrook
opened
7 years ago
0
orderbook_tests: Spell / Grammar update
#6
NikolaJankovic
closed
7 years ago
0
spell/grammar check
#5
NikolaJankovic
closed
7 years ago
0
Spellcheck All the things!
#4
deepbrook
closed
7 years ago
1
Implement HashMap for Order/Limit referencing
#3
deepbrook
closed
6 years ago
2
balance wrong property
#2
alexeykarnachev
closed
7 years ago
2
Removing an order does not invoke delete() call
#1
deepbrook
closed
7 years ago
0