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:
- 多账号资产记录,统计资产分布图, recording your crypto assets with multi accounts☆27Updated 11 months ago
 - Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
 - High Frequency Trading Strategies☆48Updated 8 years ago
 - Quantized transaction strategy open source☆40Updated 5 years ago
 - Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 4 years ago
 - Implementation of HFT backtesting simulator and Stoikov strategy☆137Updated 2 years ago
 - High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆112Updated last year
 - 非平衡订单流高频交易模型☆112Updated 6 years ago
 - A muti pairs martingle trading bot for Binance exchange.☆125Updated last year
 - 事件驱动的量化交易/做市框架。☆83Updated 6 years ago
 - Event-Driven Backtester / Live Trader, inspired by QuantStart articles☆73Updated 6 years ago
 - Marketmaker trading strategy☆29Updated 9 years ago
 - ☆28Updated 3 years ago
 - 市场数据收集, Collect market data for quant analytics☆48Updated 5 years ago
 - OKX crypto☆28Updated last year
 - RestAPI+Websocket client based on Boost.Beast. Binance, Huobi, Gateio, Currencycom launched☆20Updated 2 years ago
 - Derive order flow from Tick and Trade data.☆32Updated 4 years ago
 - A python implementation of a local copy of a Binance Orderbook.☆17Updated 5 years ago
 - An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 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☆129Updated 7 months ago
 - Market making strategy example☆28Updated 4 years ago
 - Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
 - Collect BinanceFutures's trade and orderbook(depth) feeds.☆104Updated last year
 - Repository for market making ideas☆43Updated last year
 - This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆54Updated 5 years ago
 - Order Imbalance Strategy in High Frequency Trading☆140Updated 7 years ago
 - algo trading backtesting on BitMEX☆82Updated last year
 - Market Making in Python☆18Updated last year
 - Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago