AlphaUncommon
Kautenja/limit-order-book
A header-only C++ limit order book with price-time priority matching, a C API, and Python bindings.
- Owner
- Kautenja (personal account)
- Stars
- Stars: 313
- Forks
- Forks: 73
- Language
- C++
- License
- MIT
- Created
- 2019
- Topics
- limit-order-bookmatching-enginecpppythoncmakecpp14ctypesheader-onlymarket-microstructureorder-book
- Tier
- Alpha (250 to 699 ★) What this tier means
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