ahao1995 / marketmakerLinks
☆42Updated 4 years ago
Alternatives and similar repositories for marketmaker
Users that are interested in marketmaker are comparing it to the libraries listed below
Sorting:
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- Quantized transaction strategy open source☆39Updated 5 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆138Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆111Updated last year
- RestAPI+Websocket client based on Boost.Beast. Binance, Huobi, Gateio, Currencycom launched☆20Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 4 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Updated 5 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- Bitmex 自动量化交易☆14Updated 5 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- 多账号资产记录,统计资产分布图, recording your crypto assets with multi accounts☆27Updated last year
- OKX crypto☆28Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- ☆28Updated 3 years ago
- A muti pairs martingle trading bot for Binance exchange.☆126Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆105Updated last year
- Marketmaker trading strategy☆29Updated 9 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…☆72Updated 7 years ago
- High Performance Runtime in Rust☆133Updated 9 months ago
- 事件驱动的量化交易/做市框架。☆83Updated 6 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Order Imbalance Strategy in High Frequency Trading☆139Updated 7 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- 基于 TheNextQuant 的量化交易框架☆21Updated 3 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆92Updated 8 years ago
- Event-Driven Backtester / Live Trader, inspired by QuantStart articles☆74Updated 6 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆55Updated 5 years ago
- Repository for market making ideas☆42Updated last year
- Python Recorder for BitMEX Ticker Data☆11Updated 6 years ago