A header-only C++ library for streaming market data and executing trades directly from cryptocurrency exchanges (i.e. the connections are between your server and the exchange server without anything in-between).

Features

  • Bindings for other languages such as Python, Java, C#, Go, and Javascript are provided
  • Code closely follows Bloomberg's API
  • Documentation available
  • Examples available
  • It is ultra fast thanks to very careful optimizations: move semantics, regex optimization, locality of reference, lock contention minimization, etc.
  • A spot market making application is provided as an end-to-end solution for liquidity providers
  • A single order execution application is provided as an end-to-end solution for executing large orders

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Libraries

License

MIT License

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Additional Project Details

Programming Language

C++

Related Categories

C++ Libraries

Registered

2024-06-05