Uses L2 data's change in time to estimate a L3 order book microstructure on Binance
☆286Jul 12, 2026Updated 2 months ago
Alternatives and similar repositories for binance_l3_est
Users that are interested in binance_l3_est are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Exponentially-weighted recursive least squares (EW-RLS) for online linear regression.☆15Jul 17, 2026Updated last month
- Rust implementation of glass: ordered set data structure for client-side order books☆37Jul 16, 2026Updated last month
- ☆39Jul 22, 2025Updated last year
- ☆16Jul 18, 2025Updated last year
- ☆149Sep 14, 2025Updated 11 months ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the …☆101Jan 1, 2026Updated 8 months ago
- toolbox of fast mm-related funcs☆260Jul 11, 2026Updated 2 months ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆39Dec 14, 2025Updated 8 months ago
- A high-performance, thread-safe quantitative trading system implementing: CLOB (Central Limit Order Book) L2 order books with fast top-o…☆19Sep 4, 2025Updated last year
- An assortment of ring buffer designs for eductional and research purposes☆82May 21, 2025Updated last year
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆18Sep 13, 2024Updated last year
- simple crypto market maker☆610Aug 15, 2026Updated 3 weeks ago
- Track which HTTP protocols are being used by exchanges' servers☆17Apr 19, 2024Updated 2 years ago
- A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching eng…☆526Updated this week
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- ☆40Aug 2, 2021Updated 5 years ago
- ☆28Apr 12, 2026Updated 5 months ago
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆35Apr 6, 2024Updated 2 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆189Nov 12, 2024Updated last year
- Decentralized exchange infrastructure on Solana: on-chain order book, real-time WebSocket streaming, REST API, Geyser indexer, and Rust S…☆19Updated this week
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,669Dec 23, 2025Updated 8 months ago
- Orderflow trading bot based on BSI☆22Aug 14, 2024Updated 2 years ago
- ☆22May 9, 2024Updated 2 years ago
- A high-performance Rust library for options market making infrastructure, providing a complete Option Chain Order Book system built on to…☆25Sep 4, 2026Updated last week
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- ☆161Jul 15, 2026Updated last month
- A Practical Guide to a Simple Data Stack.☆41Sep 18, 2024Updated last year
- Benchmarks to measure the cost of sleeping☆35Jun 27, 2023Updated 3 years ago
- Open-source Rust framework for building event-driven live-trading & backtesting systems☆2,275Aug 24, 2026Updated 2 weeks ago
- Framework for building low latency clients on top of TCP.☆30Updated this week
- A native desktop charting platform for crypto markets☆1,723Sep 4, 2026Updated last week
- A high-performance, robust, C++ based Limit Order Book and matching engine designed for real-world high-frequency trading. Utilizes a Mar…☆45Sep 22, 2025Updated 11 months ago
- 🪷 LotusX - Multi-Exchange Crypto Connectors Gateway: A secure, high-performance Rust library for cryptocurrency exchange APIs with unifi…☆15Jun 15, 2026Updated 2 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- High frequency trading bot for crypto currencies☆433Feb 7, 2022Updated 4 years ago
- Multi-exchange, real-time orderbook with a Go backend and a React + Vite frontend.☆146Oct 21, 2025Updated 10 months ago
- EVM MEV research design☆44Jan 2, 2025Updated last year
- An example market maker bot for 01.xyz 🐈️☆136Feb 10, 2026Updated 7 months ago
- A high-performance, lock-free price level implementation for limit order books in Rust. This library provides the building blocks for cre…☆50Jul 14, 2026Updated last month
- 🛣️ The safest & most versatile multi-purpose execution contract (highway to MEV!)☆103Jun 26, 2026Updated 2 months ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 3 years ago