Behappy123 / market-maker
Vastly Improved BitMEX Market Making Algo
☆237Updated 8 years ago
Alternatives and similar repositories for market-maker:
Users that are interested in market-maker are comparing it to the libraries listed below
- High frequency trading bot for crypto currencies☆381Updated 3 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆137Updated 4 years ago
- Visualization Tool for Deribit Options☆79Updated 4 years ago
- crypto asset arbitrage opportunity watcher, market maker, hedge and arbitrage☆118Updated 4 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆153Updated 5 years ago
- A scalable storage service for cryptocurrency data☆398Updated 11 months ago
- A fast L2/L3 orderbook data structure, in C, for Python☆268Updated 4 months ago
- Cryptocurrency trading bot framework☆166Updated 2 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆293Updated last year
- Avellaneda-Stoikov HFT market making algorithm implementation☆499Updated last year
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆121Updated 3 months ago
- algo trading backtesting on BitMEX☆76Updated last year
- Application of machine learning to the Coinbase (GDAX) orderbook☆98Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- The fastest order book implementation for the BitMEX WebSocket API.☆76Updated 6 years ago
- crypto currency library for trading & market making bots, account management, and data analysis☆165Updated 6 years ago
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆266Updated 3 weeks ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆415Updated 4 years ago
- Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.☆101Updated 5 years ago
- High Frequency Market Making☆517Updated last year
- Order Imbalance Strategy in High Frequency Trading☆128Updated 6 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆155Updated 7 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆89Updated 7 years ago
- This is a python wrapper written to make it simple to connect to Deribit's JSON-RPC api v2 using websockets.☆43Updated 2 years ago
- Python implementation of fast limit-order book.☆312Updated 7 years ago
- Simple market maker bot (grid order)☆44Updated 5 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆68Updated 4 years ago
- A python package that bridges Tradingview alerts to backtrader.☆187Updated 4 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆225Updated this week
- ☆385Updated 4 years ago