bmoscon / bitmex_historical_scraper
Scrape historical data from Bitmex's AWS bucket
☆33Updated 4 years ago
Alternatives and similar repositories for bitmex_historical_scraper:
Users that are interested in bitmex_historical_scraper are comparing it to the libraries listed below
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- Elliot Wave Analyzer for OHLC data☆77Updated 6 years ago
- Visualization Tool for Deribit Options☆79Updated 4 years ago
- Limit Order Book Implemented in Python☆93Updated 7 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- ☆125Updated 6 years ago
- A REST API providing snapshot, tick, and aggregated market data for crypto-currencies☆77Updated last year
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆28Updated last year
- Quantopian Pairs Trading algorithm implementation.☆58Updated 7 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆89Updated 7 years ago
- This is a python wrapper written to make it simple to connect to Deribit's JSON-RPC api v2 using websockets.☆43Updated 2 years ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆59Updated 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.☆153Updated 5 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- Simple algorithm inspired on Renko charts applied to cryptocurrency trading☆49Updated 6 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆88Updated 4 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆107Updated 9 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆124Updated 3 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
- Trading framework☆77Updated last year
- market making algo for CBpro and Binance☆30Updated 5 years ago
- Example of adaptive trend following strategy based on Renko☆121Updated 5 years ago
- Scalping Trading Unit and Machine Learning using BitMEX API☆57Updated 2 years ago
- Deep learning modelling of orderbooks☆95Updated 4 years ago
- Volatility surface visualizer for cryptocurrency options.☆52Updated 2 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆89Updated 2 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆34Updated 2 years ago