JuaanM0 / orderbook-heatmapLinks
☆35Updated 10 months ago
Alternatives and similar repositories for orderbook-heatmap
Users that are interested in orderbook-heatmap are comparing it to the libraries listed below
Sorting:
- Orderflow trading bot based on BSI☆19Updated last year
- Sharing quantitative analyses on Crypto Lake data☆66Updated last year
- algo trading backtesting on BitMEX☆82Updated last year
- Binance cash-and-carry arbitrage bot☆73Updated 2 years ago
- A Practical Guide to a Simple Data Stack.☆40Updated last year
- ☆117Updated 7 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆71Updated 7 years ago
- ☆36Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Repository for market making ideas☆43Updated last year
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆52Updated 5 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆103Updated last year
- Dashboard to track crypto spot-futures premiums☆54Updated 3 years ago
- Market Making in Python☆17Updated last year
- ☆20Updated 5 years ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆76Updated 2 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆86Updated 2 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆252Updated last month
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆20Updated 4 years ago
- Deep learning approach for market price prediction, in JAX☆49Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- toolbox of fast mm-related funcs☆209Updated this week
- ☆33Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆60Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- High-frequency statistical arbitrage☆218Updated 2 years ago