Alternatives and similar repositories for orderbook-heatmap

Users that are interested in orderbook-heatmap are comparing it to the libraries listed below

• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆67Updated last year
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆103Updated last year
• theopenstreet / VPIN_HFT
  ☆119Updated 7 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆82Updated last year
• staccDOTsol / DeribitMarketMaker2
  ☆33Updated 4 years ago
• Hudie / crypto_algo_trading
  This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…
  ☆53Updated 5 years ago
• jshellen / statarb
  ☆36Updated 4 years ago
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆17Updated last year
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆258Updated 2 months ago
• andrewlfc7 / BFX-BSI
  Orderflow trading bot based on BSI
  ☆19Updated last year
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆72Updated 7 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• bradleyboyuyang / Binance-Arbitrage
  Binance cash-and-carry arbitrage bot
  ☆73Updated 2 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆43Updated last year
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆73Updated 3 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆34Updated 3 years ago
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆41Updated last year
• schepal / deribit_data_collector
  A library that can be used to download the entire BTC and ETH option chain data on Deribit.
  ☆66Updated 5 years ago
• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆213Updated 3 weeks ago
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆219Updated 2 years ago
• keanekwa / Optiver-Ready-Trader-Go
  Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…
  ☆86Updated 2 years ago
• toma-x / exploring-order-book-predictability
  Deep learning approach for market price prediction, in JAX
  ☆51Updated last year
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆79Updated 7 years ago
• dineshpinto / orderbook-delta-bot
  A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.
  ☆76Updated 2 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆32Updated 4 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆130Updated last year
• pfei-sa / binance-LOB
  Build your own historical Limit Order Book dataset
  ☆44Updated 4 years ago
• andrewlfc7 / funding-arb-bot
  Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities
  ☆18Updated last year