JPalounek / order-bookLinks
Fast Limit order book implementation using AVL binary trees
☆40Updated 9 years ago
Alternatives and similar repositories for order-book
Users that are interested in order-book are comparing it to the libraries listed below
Sorting:
- Limit Order Book Implemented in Python☆99Updated 7 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆77Updated 5 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Volatility surface visualizer for cryptocurrency options.☆59Updated 2 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- ☆49Updated 8 years ago
- ☆33Updated 4 years ago
- Market making strategy example☆28Updated 4 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 3 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆66Updated 5 years ago
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆60Updated 11 months ago
- Bitstamp real time console based limit order book☆133Updated 5 months ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Repository for market making ideas☆43Updated last year
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆91Updated 7 years ago
- obAnalytics Shiny front-end☆76Updated 7 years ago
- Algo execution engine☆95Updated 9 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆88Updated 2 weeks ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- Fully functioning fast Limit Order Book written in Python☆196Updated 2 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆27Updated 4 years ago
- Basic Trader bot for ViaBTC exchange that uses real BTC-ETH price in decision making☆17Updated 7 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆114Updated last year
- High-frequency trading in a limit order book☆59Updated 6 years ago