Crypto-toolbox / HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
☆1,108Updated 5 months ago
Alternatives and similar repositories for HFT-Orderbook:
Users that are interested in HFT-Orderbook are comparing it to the libraries listed below
- C++ interfaces used to communicate with Roq's market gateways.☆480Updated this week
- Asynchronous, event-driven algorithmic trading in Python and C++☆723Updated 5 months ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,035Updated 2 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆524Updated last year
- High Frequency Market Making☆537Updated last year
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆625Updated this week
- Example Order Book Imbalance Algorithm☆788Updated last year
- High frequency trading bot for crypto currencies☆387Updated 3 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆539Updated last week
- Algorithmic trading framework for cryptocurrencies.☆1,272Updated 10 months ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆901Updated 3 years ago
- Matching Engine for Limit Order Book☆385Updated 3 years ago
- A scalable storage service for cryptocurrency data☆399Updated last year
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆940Updated last year
- A C++ and Python implementation of the limit order book.☆268Updated 4 years ago
- Database for L2 orderbook☆701Updated last year
- ☆390Updated 4 years ago
- VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WP…☆824Updated this week
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆873Updated 3 weeks ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,684Updated 6 months ago
- Backtest and live trading in Python☆588Updated 10 months ago
- A nimble options backtesting library for Python☆1,099Updated 10 months ago
- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]☆729Updated 2 years ago
- QTPyLib, Pythonic Algorithmic Trading☆2,192Updated 3 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆272Updated 6 months ago
- A Python Pandas implementation of technical analysis indicators☆765Updated 6 years ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆887Updated last year
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆295Updated last year
- GPU-accelerated Factors analysis library and Backtester☆687Updated 3 weeks ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆434Updated 2 years ago