MMquant / Websocket-orderbook-replicationLinks
Example python script replicating remote orderbook from websocket stream
☆14Updated 8 years ago
Alternatives and similar repositories for Websocket-orderbook-replication
Users that are interested in Websocket-orderbook-replication are comparing it to the libraries listed below
Sorting:
- Basic set of utilities for streaming real time trade and limit order book event data☆14Updated 3 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- obAnalytics Shiny front-end☆75Updated 7 years ago
- Machine-learning based high frequency trading algorithm for altcoin cryptocurrencies [moved to closed source]☆54Updated 7 years ago
- general purpose backtesting platform, prevents look-ahead bias☆29Updated 14 years ago
- Bitstamp real time console based limit order book☆131Updated 2 months ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 7 years ago
- A financial blotter for trading FX and Futures☆23Updated 7 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
- Limit Order Book Implemented in Python☆96Updated 7 years ago
- Algo execution engine☆93Updated 9 years ago
- R package intended for visualisation, analysis and reconstruction of limit order book data☆156Updated 6 years ago
- Reinforcement learning environment for trading☆15Updated 7 years ago
- Simple algorithm inspired on Renko charts applied to cryptocurrency trading☆49Updated 7 years ago
- Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market☆36Updated 9 years ago
- Simple Market Simulator implementation for HFT stress testing☆30Updated 12 years ago
- Marketmaker trading strategy☆28Updated 8 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Updated 9 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆25Updated 12 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- ☆43Updated 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 …☆34Updated 10 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆37Updated 8 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- HKEx Stock Exchange Matching Engine with KDB+ and Q☆25Updated 9 years ago
- Neural Network for HFT-trading [experimental]☆87Updated 4 years ago
- Trading platform for high frequency data☆15Updated 10 years ago
- Parser for IEX pcap DEEP and TOPS files☆26Updated 3 years ago
- High frequency AI based algorithmic trading module.☆72Updated 9 years ago