alice-comfy / SeismicDB
Database for L2 orderbook - Active Continuation of TectonicDB
☆16Updated 11 months ago
Alternatives and similar repositories for SeismicDB:
Users that are interested in SeismicDB are comparing it to the libraries listed below
- Simple Market-Taking Card Game☆21Updated 10 months ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆14Updated 6 months ago
- toolbox of fast mm-related funcs☆169Updated this week
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆165Updated 4 months ago
- A Practical Guide to a Simple Data Stack.☆40Updated 6 months ago
- Limit Order book and matching engine in Rust.☆47Updated 3 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆74Updated 2 years ago
- Lil Rust project to help compare network latencies between tuned and non-tuned servers☆24Updated 11 months ago
- Orderflow trading bot based on BSI☆17Updated 7 months ago
- Volatility surface visualizer for cryptocurrency options.☆52Updated 2 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 6 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- ☆60Updated 2 years ago
- A fast in-memory limit order book (LOB).☆149Updated 2 years ago
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆27Updated 11 months ago
- An algorithmic sandbox for Jane Street's game, "Figgie"☆77Updated 10 months ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆72Updated 2 years ago
- Simple Smart Order Router for crypto market☆26Updated 9 months ago
- ☆22Updated 10 months ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆103Updated 7 months ago
- A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.☆32Updated 2 years ago
- ☆31Updated 3 years ago
- A command line tool based on the crypto-crawler library.☆72Updated 2 years ago
- Using graph algorithms to find arbitrage opportunities☆179Updated 5 years ago
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- Track which HTTP protocols are being used by exchanges' servers☆15Updated 11 months 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…☆69Updated 6 years ago
- A simple, extensible implementation of the limit order book.☆135Updated 3 years ago
- ☆112Updated 7 years ago
- Fast, Multi threaded and Efficient Trade Matching Engine☆25Updated 3 years ago