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<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8">
<meta http-equiv="X-UA-Compatible" content="IE=edge">
<meta name="viewport" content="width=device-width, initial-scale=1.0">
<meta name="description" content="Libtrading is an open source API for high-performance, low-latency trading applications. It implements network protocols used for communicating with exchanges, dark pools, and other trading venues.">
<meta name="keywords" content="electronic trading, low latency, open source, FIX, FAST, ITCH">
<meta name="author" content="">
<title>Libtrading: Connectivity Library for Electronic Trading</title>
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</script>
</head>
<body>
<a href="https://github.com/libtrading/libtrading"><img style="position: absolute; top: 0; right: 0; border: 0;" src="https://s3.amazonaws.com/github/ribbons/forkme_right_gray_6d6d6d.png" alt="Fork me on GitHub"></a>
<div class="container">
<div class="header">
<ul class="nav nav-pills pull-right">
<li><a href="https://github.com/libtrading/libtrading">Github</a></li>
<li><a href="https://github.com/libtrading/libtrading/wiki">Wiki</a></li>
<li><a href="https://travis-ci.org/libtrading/libtrading">Travis CI</a></li>
<li><a href="http://librelist.com/browser/libtrading/">Mailing List</a></li>
</ul>
<h1>Libtrading</h1>
</div>
<div class="row marketing">
<div class="col-lg-12">
<p>
Libtrading is an open source API for high-performance, low-latency
trading applications. It implements network protocols used for
communicating with exchanges, dark pools, and other trading venues.
</p>
<p>
The API supports FIX, FIX/FAST, and many proprietary protocols. See
documentation for full list of covered exchanges and protocols.
</p>
</div>
<div class="col-lg-6">
<h2>Features</h2>
<ul>
<li>Highly optimized, low-latency C API</li>
<li>FIX engine</li>
<ul>
<li>Dialect support</li>
<ul>
<li>IEX</li>
</ul>
<li>Certifications</li>
<ul>
<li>Moscow Exchange Derivatives Market (FORTS)</li>
</ul>
</ul>
<li>FAST engine</li>
<li>SystemTap/DTrace probes</li>
</ul>
<h2>Documentation</h2>
<ul>
<li><a href="https://github.com/libtrading/libtrading/blob/master/docs/quickstart.md">Quick Start Guide</a></li>
<li><a href="https://github.com/libtrading/libtrading/wiki/Exchange-Coverage">Exchange Coverage</a></li>
<li><a href="https://github.com/libtrading/libtrading/wiki/Protocol-Coverage">Protocol Coverage</a></li>
</ul>
<h2>Contact</h2>
<p>
Libtrading developers can be reached at <a href="mailto:[email protected]">[email protected]</a>.
</p>
</div>
<div class="col-lg-12">
<h2>Performance</h2>
<p>
FIX engine has average round-trip time of 15.4 μs for loopback
ping-pong test on 2-way 2.7 GHz Sandy Bridge i7 CPU running Fedora
20/Linux 3.14.5. Latency histogram plot looks as follows:
</p>
<p>
<img src="latency-frequency-plot.svg" alt="Latency frequency plot">
</p>
<p>
Please note that outliers were eliminated from the plot to make it
readable. Full data in CSV format is available
<a href="libtrading-perf.csv">here</a>
</p>
<h2>License</h2>
<p>
Libtrading is available under <a href="https://raw.github.com/libtrading/libtrading/master/LICENSE">2-clause BSD</a> license.
</p>
</div>
</div>
<div class="footer">
<p>© 2014 Libtrading developers</p>
</div>
</div> <!-- /container -->
</body>
</html>