queue-position

Here are 3 public repositories matching this topic...

AnshDani2004 / cpp-limit-order-book-market-maker

Deterministic C++ limit order book and market-making simulator with ITCH replay, Avellaneda-Stoikov experiments, queue diagnostics, 10-seed fill-rate analysis, and artifact validation.

cmake cpp pytest quantitative-finance algorithmic-trading limit-order-book itch market-microstructure trading-systems market-making avellaneda-stoikov queue-position

Updated Oct 14, 2026
Python

arielb57 / queuebound

Star

Tight best- and worst-case fill bounds for a passive order backtested on L2 data

python property-based-testing order-book limit-order-book backtesting market-microstructure partial-identification queue-position forge-built

Updated Sep 17, 2026
Python

theov07 / Real_Time_Market_Data_And_MM_Logic

Star

Real-time BTC/USDT market data dashboard with a simulated market making engine, live order book visualization, queue-aware quoting, markout analytics, volatility controls, and P&L tracking.

python trading websocket cryptocurrency quantitative-finance algorithmic-trading limit-order-book orderbook pnl market-microstructure market-making binance streamlit markout queue-position

Updated Jun 12, 2026
Python

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