CornellDataScience / FiggieBotLinks
Creating a game to play Figgie & Train an agent to play against
☆13Updated 2 years ago
Alternatives and similar repositories for FiggieBot
Users that are interested in FiggieBot are comparing it to the libraries listed below
Sorting:
- Orderflow trading bot based on BSI☆19Updated 11 months ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆18Updated 10 months ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆25Updated 8 months ago
- Testnet exchange - near identical mirror to the prod exchange | Rest API + WS + Matching Engine☆13Updated 11 months ago
- Mid price estimation in LOB using Markov model☆12Updated 3 years ago
- ☆36Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆30Updated last year
- A Practical Guide to a Simple Data Stack.☆40Updated 10 months ago
- a cpp framework for crypto currentcy tick data backtesting☆17Updated 4 years ago
- ☆16Updated last year
- An algorithmic sandbox for Jane Street's game, "Figgie"☆87Updated 2 months ago
- Simple Market-Taking Card Game☆22Updated last year
- Limit Order book and matching engine in Rust.☆51Updated 3 years ago
- ☆27Updated 2 years ago
- A simple, extensible implementation of the limit order book.☆137Updated 4 years ago
- An assortment of ring buffer designs for eductional and research purposes☆65Updated 2 months ago
- ☆65Updated 2 years ago
- ☆51Updated 4 years ago
- Build your own historical Limit Order Book dataset☆41Updated 4 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…☆70Updated 7 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆175Updated 8 months ago
- Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++☆11Updated last year
- Package to build risk model for factor pricing model☆28Updated last year
- ☆33Updated 8 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- replication of micro-price on crytocurrency data☆10Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆59Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆83Updated 2 years ago