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1. 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

2. 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

3. pcap_feed_decoder pcap_feed_decoder Public

   High-performance PCAP market-data decoder for exchange feeds, currently focused on NASDAQ TotalView-ITCH 5.0 and multi-symbol Level-3 order book reconstruction.

   C++ 2

4. SMMG-Research/itch-fill-flip SMMG-Research/itch-fill-flip Public

   Empirical detection of fill-flip sequences (hot potato effect) at the intra-tick level using NASDAQ TotalView-ITCH 5.0 order book data. Go parser + Python detection pipeline. SPY Jan 2020: 134 cand…

   Jupyter Notebook 1

5. SMMG-Research/nasdaq-itch-hot-potato-simulation SMMG-Research/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 1