order-book 开源项目推荐（852 个）

exchange-core /exchange-core

用Java编写的超快速匹配引擎，基于LMAX Disruptor、日食Collections、Real Logic Agrona、OpenHFT、LZ 4 Java和Adaptive Radix Trees。

chronoxor /CppTrader

High performance components for building Trading Platform such as ultra fast matching engine, order book processor

sadighian /crypto-rl

深度强化学习工具包：记录并回放加密货币限价订单簿数据，并训练 DDQN 智能体

TickDB /tickdb-unified-realtime-marketdata-api

TickDB：AI原生实时股票API和市场数据API，适用于美股、港股、A股、外汇、加密货币、指数和大宗商品。Skill、CLI、MCP、REST API和WebSocket。AI原始实时股票 API和金融行为数据 API，支持美股、中股、A 股、外汇、加密货币、指数和大宗商品。

Adamant-im /adamant-tradebot

Free self-hosted liquidity bot for token issuers who want to improve CEX market quality without sending tokens, funds, or API keys to a third-party market maker.

AllTick-Official /alltick-realtime-forex-crypto-stock-tick-finance-websocket-api

AllTick real-time financial market data API with REST and WebSocket access to stocks, forex, crypto, commodities, and indices.

Elenchev /order-book-heatmap

Order Book Heatmap可视化限额订单簿，比较剩余限额订单，并显示时间和销售日志以及直接从Binance WS API传输的实时市场数据。这是一个简短的探索性项目。请记住，要在所有市场条件下发挥作用，还需要做大量工作。

roq-trading /roq-api

C++ interfaces used to communicate with Roq's market gateways.

mirkovicdev /HFTENGINE

Replay console for hftbacktest market-making backtests: order book, queue position of every resting order, feed and order latency, fills and the raw feed from the collector, on real recorded Binance Futures data. Rust runner on the hftbacktest crate, text-mode dashboard. A backtester, not a trading bot.

Kautenja /limit-order-book

A header-only C++ limit order book with price-time priority matching, a C API, and Python bindings.

martinobdl /ITCH

Nasdaq Order Book Reconstructor

zzhahn /a_stock_level2_data

A股level2行情数据接口 level2行情 level2数据 level2接口 level2实时行情 L2实时行情 level2实时 L2实时 实时level2 实时L2 实时行情 level2行情数据 level2数据接口 股票level2 A股level2 L2行情 L2数据 L2接口 逐笔成交 逐笔成交明细 逐笔委托 委托明细 十档盘口 盘口数据 委托队列 订单簿 集合竞价 实时行情接口 行情数据接口 毫秒级行情 低延迟行情 资金流向 龙虎榜 K线 无界面服务器 AI Agent 自动取数 | A-share Level-2 realtime market data API: level2 quotes, tick trades, order book, order queue

lrvx /lrvx

Framework for building trading systems

fasenderos /nodejs-order-book

Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT) 🚀🚀

Synpath-ai /synpath

One open-source API for prediction markets. Trade Kalshi, Polymarket, Polymarket US and Opinion with one Python SDK: unified market data, smart order routing across venues, and advanced order types. Plus tick-level Kalshi order book history.

bigmacman1129 /crypto-ai-trading-bot

Crypto liquidity detection & algorithmic trading bot. Order book analysis, stop-loss clusters, liquidity sweeps. Multi-exchange (Binance, Bybit, Kraken, OKX). Trading signals, quant research, market microstructure.

ArjunVachhani /order-matcher

simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders

mkipnis /DistributedATS

DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS

Azhagesan-dev /OrderFlowMap

Bookmap-style order flow visualizer in a single HTML file — real-time heatmaps, trade bubbles, DOM ladder, volume profile, CVD, and liquidity wall detection. Works with OpenAlgo WebSocket for live Indian market data (NSE/NFO/BSE/MCX).

krish567366 /submicro-execution-engine

Sub-microsecond bare-metal execution engine with deterministic replay, lock-free order path, and hardware-timestamped latency measurement.