BookmapAPI / DemoStrategies
The project should help you get started with Bookmap Layer 1 API (indicators, strategies, rewriting realtime data)
☆31Updated 7 months ago
Alternatives and similar repositories for DemoStrategies:
Users that are interested in DemoStrategies are comparing it to the libraries listed below
- Create Bookmap addons using Python☆58Updated 6 months ago
- Demonstration of Bookmap L0 API (connect bookmap to another data source)☆14Updated last year
- Visualization Tool for Deribit Options☆78Updated 4 years ago
- Examples of indicators and strategies for Simplified L1 API☆10Updated 4 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆49Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Event-driven backtest/realtime quantitative trading system.☆73Updated 3 years ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆26Updated 10 months ago
- Limit Order Book Implemented in Python☆92Updated 7 years ago
- Elliot Wave Analyzer for OHLC data☆77Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆59Updated 4 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆86Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 6 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆69Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆27Updated 2 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆67Updated 6 years ago
- High-frequency trading in a limit order book☆57Updated 5 years ago
- trade ES Futures Options☆33Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies☆63Updated 7 months ago
- Deribit bot to Delta Hedge Strategy.☆13Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- Very basic realization of DTC protocol in Python (http://dtcprotocol.org)☆21Updated 3 months ago
- Volatility surface visualizer for cryptocurrency options.☆51Updated 2 years ago