bmoscon / orderbookLinks
A fast L2/L3 orderbook data structure, in C, for Python
☆289Updated 11 months ago
Alternatives and similar repositories for orderbook
Users that are interested in orderbook are comparing it to the libraries listed below
Sorting:
- A scalable storage service for cryptocurrency data☆408Updated last year
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆303Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆259Updated this week
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆134Updated 2 months ago
- Vastly Improved BitMEX Market Making Algo☆239Updated 8 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆595Updated 2 years ago
- High frequency trading bot for crypto currencies☆408Updated 3 years ago
- ☆420Updated 4 years ago
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆290Updated 3 weeks ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆115Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆104Updated last year
- BackTest and Run CryptoCurrency Trading Strategies☆152Updated this week
- Fully functioning fast Limit Order Book written in Python☆197Updated 2 years ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆460Updated 4 years ago
- High Frequency Market Making☆598Updated 2 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆77Updated 5 years ago
- Order Imbalance Strategy in High Frequency Trading☆140Updated 7 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆158Updated 2 years ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆60Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆222Updated 2 years ago
- Matching Engine for Limit Order Book☆398Updated 3 years ago
- High-frequency statistical arbitrage☆222Updated 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.☆173Updated 6 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆145Updated 5 years ago
- Python algotrading framework with UI. Backtesting and Live trading. Crypto and US broker connectors☆156Updated 6 years ago
- A collection of homeworks of market microstructure models.☆260Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago