{"repo":"chronoxor/CppTrader","free":true,"listed":false,"github":"https://github.com/chronoxor/CppTrader","clone":"git clone https://github.com/chronoxor/CppTrader.git","description":"High performance components for building Trading Platform such as ultra fast matching engine, order book processor","language":"C++","stars":1060,"topics":["low-latency","performance","trading","matching-engine","orderbook","order-book","nasdaq","itch"],"license":"MIT","category":"trading","readme_excerpt":"CppTrader C++ Trader is a set of components for building high performance Trading Platform: Ultra fast matching engine Order book processor NASDAQ ITCH handler CppTrader API reference Contents Features Requirements How to build? Performance NASDAQ ITCH handler Market manager Market manager (optimized version) Market manager (aggressive optimized version) Features Cross platform (Linux, MacOS, Windows) Benchmarks Examples Tests Doxygen API documentation Continuous integration (Travis CI, AppVeyor) Requirements Linux MacOS Windows cmake gcc git gil python3 Optional: clang CLion Cygwin MSYS2 MinGW Visual Studio How to build? Linux: install required packages Install gil (git links) tool Setup repository Linux MacOS Windows (Cygwin) Windows (MSYS2) Windows (MinGW) Windows (Visual Studio) Performance Here comes several micro-benchmarks for trading components. Benchmark environment is the following: NASDAQ ITCH handler Benchmark measures the performance of the NASDAQ ITCH handler. It shows how fast it can parse and handle ITCH messages from the input stream. Sample ITCH file could be downloaded from https://emi.nasdaq.com/ITCH cpptrader-performance-itch handler < 01302017.NASDAQ ITCH50 Market manager Benchmark measures the performance of the Market manager. It shows how fast it can handle orders operations (add, reduce, modify, delete, execute) and build an order book. Sample ITCH file could be downloaded from https://emi.nasdaq.com/ITCH cpptrader-performance-market manager < 013020","default_branch":null,"files":null,"tree":[],"storefront":"/r/chronoxor","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/chronoxor/CppTrader/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}