orderbook

orderbook - Embeddable limit order book and matching engine with integer-exact pricing, a single-writer core, and write-ahead-log crash recovery.

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27 Stars
7 Forks
MIT License
Go Language
2026-10-08 Last Update
6 Open Issues
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

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