JPalounek / order-book
Fast Limit order book implementation using AVL binary trees
☆36Updated 8 years ago
Related projects ⓘ
Alternatives and complementary repositories for order-book
- Limit Order Book Implemented in Python☆90Updated 6 years ago
- Market making strategy example☆26Updated 3 years ago
- obAnalytics Shiny front-end☆74Updated 6 years ago
- Simplified Deribit market maker for personal customization☆17Updated 4 years ago
- Volatility surface visualizer for cryptocurrency options.☆49Updated last year
- Deep learning framework for HFT algorithmic trading strategy development☆73Updated 3 years ago
- Bitmex market microstructure analytics☆20Updated 3 years ago
- The fastest order book implementation for the BitMEX WebSocket API.☆77Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆106Updated 11 years ago
- ☆47Updated 7 years ago
- Visualization Tool for Deribit Options☆77Updated 4 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆62Updated 9 years ago
- Algo execution engine☆89Updated 8 years ago
- market making algo for CBpro and Binance☆30Updated 5 years ago
- Cryptocurrency Trading Bot☆58Updated this week
- Marketmaker trading strategy☆26Updated 8 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆33Updated 9 years ago
- Bitstamp real time console based limit order book☆125Updated last year
- ☆32Updated 3 years ago
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14Updated 2 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆89Updated 7 years ago
- Simple limit order book and matching engine.☆30Updated 2 years ago
- Example of order book modeling.☆57Updated 5 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆103Updated 9 years ago
- Prototype market maker specialized to trade on CoinbasePro☆26Updated last year
- Simple example application for Coinbase Pro FIX API☆50Updated 2 weeks ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆68Updated 6 years ago