OctopusTakopi / binance_l3_estLinks
Uses L2 data's change in time to estimate a L3 order book microstructure on Binance
☆142Updated last month
Alternatives and similar repositories for binance_l3_est
Users that are interested in binance_l3_est are comparing it to the libraries listed below
Sorting:
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆177Updated 9 months ago
- toolbox of fast mm-related funcs☆206Updated this week
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆18Updated 11 months ago
- A command line tool based on the crypto-crawler library.☆73Updated 2 years ago
- An assortment of ring buffer designs for eductional and research purposes☆66Updated 3 months ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆79Updated 3 years ago
- ☆22Updated last year
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆31Updated last year
- An algorithmic sandbox for Jane Street's game, "Figgie"☆87Updated 3 months ago
- Example 3D order book visualiser for crypto markets.☆86Updated 2 years ago
- ☆79Updated last week
- Orderflow trading bot based on BSI☆19Updated last year
- Limit Order book and matching engine in Rust.☆51Updated 3 years ago
- Track which HTTP protocols are being used by exchanges' servers☆16Updated last year
- Lil Rust project to help compare network latencies between tuned and non-tuned servers☆28Updated last year
- High frequency trading bot for crypto currencies☆402Updated 3 years ago
- ☆65Updated 2 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
- simple crypto market maker☆562Updated last week
- ☆34Updated 9 months ago
- A Python framework for managing positions and trades in DeFi☆138Updated this week
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆103Updated last year
- Quants Lab is a Python project for quantitative research with Hummingbot. It provides functionalities for fetching historical data, calcu…☆185Updated this week
- A collection of helpful trading scripts I've hacked together☆40Updated 2 years ago
- Simple Market-Taking Card Game☆22Updated last year
- DeFi options comparator to detect market opportunities with CLI (Go) and web (Vue3).☆63Updated 3 weeks ago
- Delta-neutral funding rate arbitrage searcher☆138Updated last month
- Using graph algorithms to find arbitrage opportunities☆183Updated 5 years ago
- A fast in-memory limit order book (LOB).☆157Updated 2 years ago
- A Practical Guide to a Simple Data Stack.☆40Updated 11 months ago