Crypto-toolbox/HFT-Orderbook

Health v2 · maintenance only

Flags: no_releases

Adoption not part of the score

1389 stars · 311 forks observed · 2026-10-11

What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded

A limit order book implementation for high-frequency trading, based on WK Selph's design, written in C with a Python3 interface. It supports O(1) add, cancel, and execute operations using self-balancing trees of limit prices with doubly linked lists of orders.

Use cases

• build a fast limit order book for backtesting
• simulate order book add/cancel/execute events
• track best bid and offer in real time
• query volume between price levels
• study HFT order book data structures
• prototype trading strategies needing order book state

When to choose

• you need a performant limit order book in C or Python
• you want the classic WK Selph O(1) order book design
• you are backtesting or researching HFT strategies

When to avoid

• you need a production exchange matching engine with compliance features
• you need network connectivity to live exchanges
• you need a maintained framework with extensive documentation and support

Facets

library · maturity maintenance

trading parser fintech performance windows c python limit-order-book high-frequency-trading avl-tree doubly-linked-list orderbook hft data-structures algorithms linux macos

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