Pinned Loading

1. base_lob_engine base_lob_engine Public

   Core limit order book engine designed for parsers, exchange reconstruction, matching engines, and large-scale agent-based simulations.

   C++ 2

2. pcap_feed_decoder pcap_feed_decoder Public

   PCAP market data decoder for exchange feed parsing and multi-symbol limit order book reconstruction.

   C++ 2

3. talon talon Public

   TALON: A C++ deterministic event-driven framework for latency-aware agent-based limit order book simulation. Features global discrete-event scheduling, independent instrument clocks, and a shadow L…

   C++ 2 1

4. SMMG-labs/nasdaq-itch-hot-potato-simulation SMMG-labs/nasdaq-itch-hot-potato-simulation Public

   Market microstructure simulation of agent-based order flow using NASDAQ ITCH data, demonstrating inventory-driven “hot potato” transfer at the same price level.

   Python