0xDub / figgie-auto
An algorithmic sandbox for Jane Street's game, "Figgie"
☆79Updated 10 months ago
Alternatives and similar repositories for figgie-auto:
Users that are interested in figgie-auto are comparing it to the libraries listed below
- toolbox of fast mm-related funcs☆180Updated 2 weeks ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆14Updated 7 months ago
- Simple Market-Taking Card Game☆21Updated 10 months ago
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆27Updated last year
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆166Updated 5 months ago
- A Practical Guide to a Simple Data Stack.☆40Updated 6 months ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- Lil Rust project to help compare network latencies between tuned and non-tuned servers☆25Updated last year
- Limit Order book and matching engine in Rust.☆47Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆111Updated 11 months ago
- Orderflow trading bot based on BSI☆17Updated 8 months ago
- ☆60Updated 2 years ago
- ☆22Updated 11 months ago
- ☆43Updated 5 years ago
- Track which HTTP protocols are being used by exchanges' servers☆16Updated 11 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- Testnet exchange - near identical mirror to the prod exchange | Rest API + WS + Matching Engine☆12Updated 7 months ago
- A command line tool based on the crypto-crawler library.☆72Updated 2 years ago
- A collection of helpful trading scripts I've hacked together☆40Updated 2 years ago
- Example 3D order book visualiser for crypto markets.☆83Updated 2 years ago
- A simple, extensible implementation of the limit order book.☆135Updated 3 years ago
- A collection of homeworks of market microstructure models.☆229Updated 6 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆75Updated 2 years ago
- ☆112Updated 7 years ago
- A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.☆58Updated 2 weeks ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆75Updated 4 years ago
- A fast in-memory limit order book (LOB).☆150Updated 2 years ago
- ☆31Updated 3 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 7 months ago
- An asynchronous low-latency trading system☆41Updated last year