jLOB
Unverified ML strategy on Multi by eliquinox. BotFinder score 18 out of 100.
L3 Order Book and Matching Engine Implementaion in Java
Source: github
BotFinder analysis pending.
jLOB
jLOB L3 Order Book and Matching Engine jLOB has all the basic capabilities of a functional exchange. Custom business logic can be defined by implementing orderbook listeners. It currently supports HTTP and FIX protocol communication. There is also a UI repository that allows interacting with the orderbook. Full sample deployment: https://lob.eliquinox.com/ Configuration PersistenceLimitOrderBookListener.java defines logic for storing orderbook events and caching orderbook state. Events are stored in PostgreSQL and orderbook state is cached in Redis. Reference config.local.yaml defines parameters for local execution of the application: Create and start these dependencies accordingly. Reference FIX server and FIX client configurations are provided in fix.server.cfg and fix.client.cfg accordingly. Quickstart To start the service: gradle runBook The task will create needed JOOQ classes and run DB migrations, creating needed tables. It will then start HTTP and FIX servers on http://127.0.0.1:4567 and tcp://127.0.0.1:9877. Import jLOB.postmancollection.json into Postman to start exploring
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