Alternatives and similar repositories for cryptocurrency-ticks-data:

Users that are interested in cryptocurrency-ticks-data are comparing it to the libraries listed below

• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆78Updated 4 years ago
• abcabhishek / PyLimitOrderBook
  Limit Order Book Implemented in Python
  ☆92Updated 7 years ago
• miroblog / limit_orderbook_prediction
  ☆136Updated 2 years ago
• ragoragino / avellaneda-stoikov
  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
• timothyyu / gdax-orderbook-ml
  Application of machine learning to the Coinbase (GDAX) orderbook
  ☆97Updated 2 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆92Updated 4 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆76Updated last year
• ztomsy / ztom
  ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.
  ☆57Updated last year
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆136Updated 4 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆119Updated 6 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆59Updated 7 years ago
• mjuchli / ctc-executioner
  Master Thesis: Limit order placement with Reinforcement Learning
  ☆176Updated 6 years ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆155Updated 7 years ago
• quantroom-pro / pyrenko
  ☆124Updated 6 years ago
• jessgess / deep-learning-for-order-book-price-and-movement-predictions
  Limit Order Book data analysis and modeling using LSTM network
  ☆132Updated 5 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆110Updated 11 years ago
• hzjken / HFT-price-prediction
  A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
  ☆151Updated 5 years ago
• Wkemery / ElliotWaveAnalysis
  Elliot Wave Analyzer for OHLC data
  ☆77Updated 6 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆127Updated 6 years ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆73Updated 3 years ago
• quantstart / qstrader
  QSTrader
  ☆129Updated 5 years ago
• Metnew / neural-finance
  Neural Network for HFT-trading [experimental]
  ☆86Updated 3 years ago
• economicnetwork / archon
  Trading framework
  ☆75Updated last year
• bmoscon / bitmex_historical_scraper
  Scrape historical data from Bitmex's AWS bucket
  ☆33Updated 4 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆86Updated 4 years ago
• kkuette / TradzQAI
  Trading environnement for RL agents, backtesting and training.
  ☆166Updated 2 years ago
• druce / rl
  Deep Reinforcement Learning For Trading
  ☆106Updated 11 months ago
• Jimmy-sha256 / deribit_websocket_v2
  This is a python wrapper written to make it simple to connect to Deribit's JSON-RPC api v2 using websockets.
  ☆42Updated last year
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆101Updated 5 years ago