alexey-ernest / go-hft-orderbookView external linksLinks
Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
☆271Dec 18, 2023Updated 2 years ago
Alternatives and similar repositories for go-hft-orderbook
Users that are interested in go-hft-orderbook are comparing it to the libraries listed below
Sorting:
- Matching Engine for Limit Order Book in Golang☆539Apr 4, 2025Updated 10 months ago
- financial exchange written in Go, designed for algorithmic trading tests☆494Aug 6, 2025Updated 6 months ago
- Binance websocket client with optimized latency by leveraging object pool and fast json deserializer☆16Apr 7, 2020Updated 5 years ago
- Incredibly fast matching engine for HFT written in Golang☆35Aug 11, 2023Updated 2 years ago
- The pkg go-orderbook implements a limit order book for high-frequency trading (HFT), as described by WK Selph.☆29Aug 8, 2023Updated 2 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆179Sep 28, 2019Updated 6 years ago
- A golang implementation of a console-based trading bot for cryptocurrency exchanges☆1,151Nov 20, 2025Updated 2 months ago
- High Performance Go-Fiber Microservice to Track UniswapV3 Liquidity Pools☆14Oct 7, 2023Updated 2 years ago
- An Open Source Cryptocurrency Exchange☆519Jun 1, 2023Updated 2 years ago
- A Golang cryptocurrency trading API & Library. Support Binance, BitMEX, Deribit, Bybit, Huobi DM, OKEX Futures and more.☆547Oct 6, 2022Updated 3 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 7 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆641Jul 6, 2023Updated 2 years ago
- Binance Limit Order Book Recorder☆16Dec 8, 2022Updated 3 years ago
- Manage a local order book.☆13Sep 20, 2021Updated 4 years ago
- Python library for high frequency market data processing.☆16Dec 8, 2022Updated 3 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆168Aug 21, 2017Updated 8 years ago
- A custom made crypto orderbook indicator displaying in your terminal☆18Apr 12, 2023Updated 2 years ago
- Official proof decentralized exchange matching engine☆212Apr 12, 2019Updated 6 years ago
- Technical Analysis Library for Golang☆890Sep 13, 2023Updated 2 years ago
- Basic order matching engine written in Rust☆446Apr 13, 2018Updated 7 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆78Jul 23, 2020Updated 5 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆189Dec 3, 2025Updated 2 months ago
- Limit order book model with Poissonian order flow.☆10Jan 2, 2018Updated 8 years ago
- Cryptocurrency Exchange Platform write by @huuhait☆13Dec 15, 2023Updated 2 years ago
- Apply different deep learning models to limit order book.☆11Mar 6, 2018Updated 7 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- A simple limit order book designed for crypto exchanges☆11May 21, 2021Updated 4 years ago
- Database for L2 orderbook☆736Jan 25, 2024Updated 2 years ago
- A simple financial trading matching engine. Built to learn more about how they work.☆469Feb 28, 2022Updated 3 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆152May 9, 2020Updated 5 years ago
- Derive order flow from Tick and Trade data.☆33Aug 13, 2021Updated 4 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- High Frequency Market Making☆611Sep 24, 2023Updated 2 years ago
- A cryptocurrency trading bot and framework supporting multiple exchanges written in Golang.☆3,401Feb 9, 2026Updated last week
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆488Mar 9, 2021Updated 4 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,216Aug 27, 2022Updated 3 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆287Feb 1, 2026Updated 2 weeks ago
- Cryptocurrency Exchange REST API SDK Wrapper Implemented With the golang, Supporting OKX, Binance☆1,982Sep 4, 2025Updated 5 months ago
- 非平衡订单流高频交易模型☆113Nov 6, 2018Updated 7 years ago