Crypto-toolbox / HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
☆1,061Updated 3 months ago
Alternatives and similar repositories for HFT-Orderbook:
Users that are interested in HFT-Orderbook are comparing it to the libraries listed below
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆1,990Updated 2 years ago
- High Frequency Market Making☆496Updated last year
- C++ interfaces used to communicate with Roq's market gateways.☆469Updated this week
- Example Order Book Imbalance Algorithm☆782Updated last year
- Asynchronous, event-driven algorithmic trading in Python and C++☆699Updated 2 months ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆602Updated 3 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆483Updated last year
- C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQF…☆527Updated this week
- High frequency trading bot for crypto currencies☆380Updated 3 years ago
- Algorithmic trading framework for cryptocurrencies.☆1,192Updated 7 months ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆404Updated 2 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆915Updated last year
- A C++ and Python implementation of the limit order book.☆256Updated 4 years ago
- Database for L2 orderbook☆696Updated last year
- A nimble options backtesting library for Python☆1,040Updated 7 months ago
- ☆376Updated 4 years ago
- A scalable storage service for cryptocurrency data☆398Updated 10 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,646Updated 4 months ago
- VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WP…☆795Updated this week
- Nasdaq Order Book Reconstructor☆236Updated 3 years ago
- Python implementation of fast limit-order book.☆310Updated 7 years ago
- Matching Engine for Limit Order Book☆375Updated 3 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆289Updated last year
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆873Updated 3 years ago
- A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.☆662Updated this week
- A fast L2/L3 orderbook data structure, in C, for Python☆264Updated 3 months ago
- High performance components for building Trading Platform such as ultra fast matching engine, order book processor☆853Updated 11 months ago
- Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast☆809Updated 3 years ago
- Fast implementation of an ITCH order book☆355Updated 2 years ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆864Updated 9 months ago