intrepidkarthi/orderbook

Protocol codec package: a FIX or OUCH order-entry adapter about 2 hours ago

enhancement help wanted

1

A fast, embeddable limit-order-book & matching engine in Go — plus a microstructure research harness and a WASM-powered animated explainer. MIT.

Go

#algorithmic-trading#avellaneda-stoikov#backtesting#clob#exchange#fintech#go#golang#hft#limit-order-book#market-making#market-microstructure#matching-engine#order-book#order-flow-imbalance#price-time-priority#quantitative-finance#trading#wasm#webassembly

Render the markdown docs to HTML in the Pages build about 2 hours ago

documentation help wanted

intrepidkarthi/orderbook

1

A fast, embeddable limit-order-book & matching engine in Go — plus a microstructure research harness and a WASM-powered animated explainer. MIT.

Go

#algorithmic-trading#avellaneda-stoikov#backtesting#clob#exchange#fintech#go#golang#hft#limit-order-book#market-making#market-microstructure#matching-engine#order-book#order-flow-imbalance#price-time-priority#quantitative-finance#trading#wasm#webassembly

Metrics exporter: an expvar/Prometheus adapter off the event stream about 2 hours ago

enhancement help wanted

intrepidkarthi/orderbook

1

A fast, embeddable limit-order-book & matching engine in Go — plus a microstructure research harness and a WASM-powered animated explainer. MIT.

Go

#algorithmic-trading#avellaneda-stoikov#backtesting#clob#exchange#fintech#go#golang#hft#limit-order-book#market-making#market-microstructure#matching-engine#order-book#order-flow-imbalance#price-time-priority#quantitative-finance#trading#wasm#webassembly

Add a quote-fading detector to pkg/surveillance about 2 hours ago

enhancement good first issue

intrepidkarthi/orderbook

1

A fast, embeddable limit-order-book & matching engine in Go — plus a microstructure research harness and a WASM-powered animated explainer. MIT.

Go

#algorithmic-trading#avellaneda-stoikov#backtesting#clob#exchange#fintech#go#golang#hft#limit-order-book#market-making#market-microstructure#matching-engine#order-book#order-flow-imbalance#price-time-priority#quantitative-finance#trading#wasm#webassembly

Add a micro-price signal to pkg/signals about 2 hours ago

enhancement good first issue

intrepidkarthi/orderbook

1

A fast, embeddable limit-order-book & matching engine in Go — plus a microstructure research harness and a WASM-powered animated explainer. MIT.

Go

#algorithmic-trading#avellaneda-stoikov#backtesting#clob#exchange#fintech#go#golang#hft#limit-order-book#market-making#market-microstructure#matching-engine#order-book#order-flow-imbalance#price-time-priority#quantitative-finance#trading#wasm#webassembly

Emit the reserved `Triggered` event on the EventSink about 2 hours ago

enhancement good first issue

intrepidkarthi/orderbook

1

A fast, embeddable limit-order-book & matching engine in Go — plus a microstructure research harness and a WASM-powered animated explainer. MIT.

Go

#algorithmic-trading#avellaneda-stoikov#backtesting#clob#exchange#fintech#go#golang#hft#limit-order-book#market-making#market-microstructure#matching-engine#order-book#order-flow-imbalance#price-time-priority#quantitative-finance#trading#wasm#webassembly

Open Issues Need Help