Crypto-toolbox / HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
☆1,094Updated 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
- High Frequency Market Making☆531Updated last year
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆616Updated 5 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆513Updated last year
- C++ interfaces used to communicate with Roq's market gateways.☆475Updated last week
- Asynchronous, event-driven algorithmic trading in Python and C++☆712Updated 4 months ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,026Updated 2 years ago
- High frequency trading bot for crypto currencies☆385Updated 3 years ago
- Matching Engine for Limit Order Book☆383Updated 3 years ago
- Example Order Book Imbalance Algorithm☆788Updated last year
- Algorithmic trading framework for cryptocurrencies.☆1,252Updated 9 months ago
- Database for L2 orderbook☆699Updated last year
- A scalable storage service for cryptocurrency data☆398Updated last year
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆536Updated this week
- ☆388Updated 4 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆888Updated 3 years ago
- VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WP…☆815Updated last week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆936Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,674Updated 5 months ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆868Updated last year
- A high frequency trading and market making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positio…☆2,496Updated this week
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆429Updated 2 years ago
- A nimble options backtesting library for Python☆1,073Updated 9 months ago
- QTPyLib, Pythonic Algorithmic Trading☆2,191Updated 3 years ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆418Updated 4 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆270Updated 5 months ago
- A C++ and Python implementation of the limit order book.☆264Updated 4 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆294Updated last year
- GPU-accelerated Factors analysis library and Backtester☆680Updated this week
- Nasdaq Order Book Reconstructor☆241Updated 3 years ago
- Fast implementation of an ITCH order book☆360Updated 2 years ago