Libtrading is a free and open source C library for trading securities, foreign exchange and financial derivatives electronically. It implements market data, order entry, drop copy, and related communications protocols used by exchanges and alternative trading venues across the world.
The library is designed for high performance and robustness. Although latency is very important in trading today's markets, achieving it it must not jeopardise trading reliability.
To build via Makefile simply execute:
make
To run the test harness:
make check
Copyright (C) 2011-2013 Pekka Enberg and contributors
libtrading is available for use under the 3-clause (or "modified") BSD license. See the file LICENSE for details.
- Marat Stanichenko
- Jussi Virtanen