IgorWounds / Deribit-API-Algotrading101Links
Deribit API article code
☆10Updated 2 years ago
Alternatives and similar repositories for Deribit-API-Algotrading101
Users that are interested in Deribit-API-Algotrading101 are comparing it to the libraries listed below
Sorting:
- Tool to identify option arbitrage opportunities across different expiries.☆18Updated 9 months ago
- The deribit_historical_trades repository gathers cryptocurrency (BTC, ETH, SOL, USDC) derivatives traded on the cryptocurrency derivative…☆20Updated 2 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆22Updated 3 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆18Updated 6 months ago
- ☆33Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆65Updated 4 years ago
- Repository for market making ideas☆42Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- ☆42Updated 3 years ago
- Deribit bot to Delta Hedge Strategy.☆15Updated 2 years ago
- Market making strategy example☆28Updated 4 years ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆14Updated 3 years ago
- Repo for HFT project in CMF☆29Updated 2 years ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Updated 3 years ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆8Updated 3 years ago
- Orderflow trading bot based on BSI☆19Updated 11 months ago
- Modelling the implicit volatility, using multi-factor statistical models.☆17Updated 3 months ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated 2 years ago
- ☆27Updated 2 years ago
- ☆35Updated last year
- The visualize_crypto_options repository provides a Python script for visualizing cryptocurrency (BTC, ETH, SOL, USDC) options traded on t…☆12Updated 2 years ago
- A Practical Guide to a Simple Data Stack.☆40Updated 10 months ago
- Market Making in Python☆19Updated last year
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆52Updated 4 years ago
- Package to build risk model for factor pricing model☆28Updated last year
- Collection of Models related to market making☆18Updated 4 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆11Updated 7 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 …☆33Updated 5 months ago