npm · crates.io · Go +1
wickra-lib/wickra-impact
The backtester that knows you would have moved the market: agent-based fills on the real historical L2 order book.
Apache-2.0Sep 27, 2026 · metrics 2.10.0
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#market-microstructure
Every repository in the public record carrying this tag — from its GitHub topics or the keywords its package registries publish. Health is measured under the same versioned methodology as the rest of the record.
6 records
Go
intrepidkarthi/orderbook
A fast, embeddable limit-order-book & matching engine in Go — plus a microstructure research harness and a WASM-powered animated explainer. MIT.
MITSep 15, 2026 · metrics 2.10.0
PyPI
johan162/EduMatcher
An educational multi-process finacial trading system
MITOct 1, 2026 · metrics 2.10.0
npm
MeridianAlgo/Javascript-Packages
Official NPM packages from MeridianAlgo. A professional-grade quantitative finance framework for JavaScript and TypeScript, bringing institutional-grade trading and analysis tools to the Node.js ecosystem.
MITSep 20, 2026 · metrics 2.10.0
PyPI · npm
twowaymind/orderflow-metrics
Microstructure order-flow metrics — Order Flow Imbalance (OFI), depth and trade imbalance. Dependency-free TypeScript.
MITOct 21, 2026 · metrics 2.10.0
PyPI · crates.io
smturtle2/market-wave
No repository description published.
MITSep 27, 2026 · metrics 2.10.0