bmoscon / orderbook
A fast L2/L3 orderbook data structure, in C, for Python
☆272Updated 5 months ago
Alternatives and similar repositories for orderbook:
Users that are interested in orderbook are comparing it to the libraries listed below
- A scalable storage service for cryptocurrency data☆399Updated last year
- High frequency trading bot for crypto currencies☆387Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆524Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆228Updated last month
- High Frequency Market Making☆536Updated last year
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆269Updated last week
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆126Updated 5 months ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆295Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆141Updated 4 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- Vastly Improved BitMEX Market Making Algo☆237Updated 8 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆625Updated this week
- ☆390Updated 4 years ago
- Python implementation of fast limit-order book.☆313Updated 7 years ago
- A REST API providing snapshot, tick, and aggregated market data for crypto-currencies☆77Updated last year
- python PYPI package to dump all needed crypto historical data from binance just by 2 lines of code☆123Updated 8 months ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆104Updated 9 months ago
- toolbox of fast mm-related funcs☆182Updated last month
- Matching Engine for Limit Order Book☆385Updated 3 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆721Updated 5 months ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆428Updated 4 years ago
- A python package that bridges Tradingview alerts to backtrader.☆188Updated 5 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆105Updated last year
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆158Updated 5 years ago
- Nasdaq Order Book Reconstructor☆244Updated 3 years ago
- low code backtesting library utilizing pandas and technical analysis indicators☆445Updated 3 weeks ago
- Order Imbalance Strategy in High Frequency Trading☆129Updated 6 years ago
- A collection of homeworks of market microstructure models.☆235Updated 7 years ago
- Fully functioning fast Limit Order Book written in Python☆187Updated 2 years ago