Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.
☆78Jul 23, 2020Updated 6 years ago
Alternatives and similar repositories for crypto-hft-data
Users that are interested in crypto-hft-data are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- An automatic high frequency trading bot for cryptocurrencies☆22Jul 30, 2020Updated 6 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 5 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- Order Book Imbalance trading strategy☆12Nov 21, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆37Nov 3, 2021Updated 4 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Jul 29, 2020Updated 6 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Binance Limit Order Book Recorder☆16Dec 8, 2022Updated 3 years ago
- Serverless Scraper for Cryptocurrency Order Book Data☆15Dec 8, 2022Updated 3 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆966Jan 12, 2022Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 5 years ago
- Portfolio optimization and index tracking for the FTSE index using genetic algorithm☆13Jan 13, 2018Updated 8 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 7 years ago
- Backtesting and parameter optimization tool for grid trading.☆15Jul 7, 2022Updated 4 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆84Mar 20, 2019Updated 7 years ago
- ☆20Sep 18, 2020Updated 6 years ago
- Renko Strategy for freqtrade☆12May 24, 2023Updated 3 years ago
- Cryptocurrency trading bot that arbitrages perpetual futures based on funding rates.☆10Aug 24, 2021Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆78Jun 3, 2018Updated 8 years 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.
- Order Imbalance Strategy in High Frequency Trading☆147Jun 4, 2018Updated 8 years ago
- ☆18Feb 18, 2022Updated 4 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆17Mar 21, 2019Updated 7 years ago
- Machine-learning based high frequency trading algorithm for altcoin cryptocurrencies [moved to closed source]☆54Nov 1, 2017Updated 9 years ago
- Robust Statistical Arbitrage Strategies☆16Sep 29, 2021Updated 5 years ago
- orderbooks contain so much more organic informations than moving averages...☆19Oct 23, 2026Updated last week
- 高频交易系统结构☆17May 21, 2020Updated 6 years ago
- A collection of scripts to collect crypto market sentiment data☆31Jul 23, 2020Updated 6 years ago
- This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf tradin…☆22May 19, 2021Updated 5 years 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.
- A modular financial assistant: run your investments in the background.☆12Jun 12, 2026Updated 4 months ago
- High frequency trading bot for crypto currencies☆431Feb 7, 2022Updated 4 years ago
- ☆148Dec 8, 2022Updated 3 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Jan 25, 2016Updated 10 years ago
- [NPM] Univariate analysis for Market Depth Order Book☆14Jan 5, 2023Updated 3 years ago
- 非平衡订单流高频交易模型☆115Nov 6, 2018Updated 7 years ago
- Hunting for pumping coins with Binance API and buy&sell them instantly like a trading-bot☆14Jan 1, 2020Updated 6 years ago