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hftbacktest-cpp
hftbacktest-cpp PublicC++20 port of HftBacktest: event-driven L2 order-book backtesting with latency, queues, fills, and NPZ I/O
C++
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orderbook-simulator-cpp
orderbook-simulator-cpp PublicForked from SLMolenaar/orderbook-simulator-cpp
A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and real time data integration from Binance
C++
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