{"id":16259749,"url":"https://github.com/kautenja/limit-order-book","last_synced_at":"2025-04-06T05:17:59.498Z","repository":{"id":45524624,"uuid":"228540147","full_name":"Kautenja/limit-order-book","owner":"Kautenja","description":"A C++ and Python implementation of the limit order book.","archived":false,"fork":false,"pushed_at":"2020-07-07T22:26:31.000Z","size":1397,"stargazers_count":265,"open_issues_count":0,"forks_count":70,"subscribers_count":5,"default_branch":"master","last_synced_at":"2025-04-06T05:17:46.658Z","etag":null,"topics":["cpp","limit-order-book","matching-engine","python"],"latest_commit_sha":null,"homepage":"https://kautenja.github.io/limit-order-book/","language":"C++","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/Kautenja.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2019-12-17T05:31:18.000Z","updated_at":"2025-03-31T16:21:27.000Z","dependencies_parsed_at":"2022-07-24T22:16:14.445Z","dependency_job_id":null,"html_url":"https://github.com/Kautenja/limit-order-book","commit_stats":null,"previous_names":[],"tags_count":9,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Kautenja%2Flimit-order-book","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Kautenja%2Flimit-order-book/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Kautenja%2Flimit-order-book/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Kautenja%2Flimit-order-book/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/Kautenja","download_url":"https://codeload.github.com/Kautenja/limit-order-book/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":247436455,"owners_count":20938567,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["cpp","limit-order-book","matching-engine","python"],"created_at":"2024-10-10T16:04:44.956Z","updated_at":"2025-04-06T05:17:59.177Z","avatar_url":"https://github.com/Kautenja.png","language":"C++","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Limit Order Book\n\n[![build-status][]][build-server]\n[![PackageVersion][pypi-version]][pypi-home]\n[![PythonVersion][python-version]][python-home]\n[![Stable][pypi-status]][pypi-home]\n[![Format][pypi-format]][pypi-home]\n[![License][pypi-license]][license]\n\n[build-status]: https://travis-ci.org/Kautenja/limit-order-book.svg\n[build-server]: https://travis-ci.org/Kautenja/limit-order-book\n[pypi-version]: https://badge.fury.io/py/limit-order-book.svg\n[pypi-license]: https://img.shields.io/pypi/l/limit-order-book.svg\n[pypi-status]: https://img.shields.io/pypi/status/limit-order-book.svg\n[pypi-format]: https://img.shields.io/pypi/format/limit-order-book.svg\n[pypi-home]: https://badge.fury.io/py/limit-order-book\n[python-version]: https://img.shields.io/pypi/pyversions/limit-order-book.svg\n[python-home]: https://python.org\n[license]: ./LICENSE\n\nThis is an implementation of the limit order book with a price-time priority\nmatching policy for reception of market data streams. There are APIs for C++,\nC, and Python.\n\n## Usage\n\n### C++\n\nSimply add [include/*.hpp](include) to your C++ project either by copying\ndirectly or using git submodules.\n\n### C\n\nA C-level API is defined in [include/lib_lob.hpp](include/lib_lob.hpp).\n\n### Python\n\nThe preferred Python installation of `limit-order-book` is from `pip`:\n\n```shell\npip install limit-order-book\n```\n\n## Usage Caveats\n\n### Windows\n\nYou'll need to install the Visual-Studio 17.0 tools for Windows installation.\nThe [Visual Studio Community](https://visualstudio.microsoft.com/downloads/)\npackage provides these tools for free.\n\n## Development\n\n### Testing\n\nTo run all the unit-test suites, run:\n\n```shell\nmake test\n```\n\n#### C++\n\nTo run the C++ unit-test suite, run:\n\n```shell\nscons test\n```\n\n#### Python\n\nTo run the Python unit-test suite, run:\n\n```shell\npython -m unittest discover .\n```\n\n### Benchmarking\n\n#### C++\n\nTo run the C++ benchmark code, run:\n\n```shell\nscons benchmark\n```\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fkautenja%2Flimit-order-book","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fkautenja%2Flimit-order-book","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fkautenja%2Flimit-order-book/lists"}