A fast L2/L3 orderbook data structure, in C, for Python
☆316Nov 3, 2025Updated 7 months ago
Alternatives and similar repositories for orderbook
Users that are interested in orderbook are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Cryptocurrency Exchange Websocket Data Feed Handler☆2,841Feb 1, 2026Updated 4 months ago
- A scalable storage service for cryptocurrency data☆414Apr 18, 2024Updated 2 years ago
- Powerful, proven, and extensible framework for building trading strategies at any frequency, with a focus on crypto currencies. Battle-te…☆13Jul 12, 2019Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,372Nov 13, 2024Updated last year
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆203Mar 1, 2026Updated 3 months ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆724Apr 30, 2026Updated last month
- A lock-free, thread-safe, multi-producer/multi-consumer queue based on the LMAX Disruptor.☆16Apr 20, 2021Updated 5 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Fully functioning fast Limit Order Book written in Python☆201Jan 1, 2023Updated 3 years ago
- Machine learning workflow for use with the Gryphon Framework based on Tensorflow☆19Dec 8, 2022Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆40Jan 3, 2021Updated 5 years ago
- trend / momentum and other patterns in financial timeseries☆288Jun 27, 2021Updated 4 years ago
- A fast in-memory limit order book (LOB).☆171Jan 29, 2023Updated 3 years ago
- Matching Engine for Limit Order Book☆409Feb 4, 2026Updated 4 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆69Apr 10, 2021Updated 5 years ago
- Database for L2 orderbook☆748Jan 25, 2024Updated 2 years ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆144May 12, 2026Updated 3 weeks ago
- ☆39Aug 2, 2021Updated 4 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆84Mar 20, 2019Updated 7 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆166Mar 4, 2024Updated 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…☆501Mar 9, 2021Updated 5 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,285Aug 27, 2022Updated 3 years ago
- Example Order Book Imbalance Algorithm☆861Jul 25, 2023Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Avellaneda-Stoikov HFT market making algorithm implementation☆696Jul 6, 2023Updated 2 years ago
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆1,139May 29, 2026Updated last week
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆55May 4, 2026Updated last month
- Asynchronous, event-driven algorithmic trading in Python and C++☆818Updated this week
- Calibrates microprice model to BitMEX quote data☆64Jul 1, 2021Updated 4 years ago
- ☆454Jan 10, 2021Updated 5 years ago
- Algorithmic trading strategies research and execution platform☆83Apr 22, 2026Updated last month
- A very light matching engine in Python.☆358Jan 2, 2022Updated 4 years ago
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,157Dec 23, 2025Updated 5 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆84Jan 27, 2018Updated 8 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆153Dec 28, 2019Updated 6 years ago
- High Frequency Market Making☆632Sep 24, 2023Updated 2 years ago
- Charting library for plotting financial data including lines, candlesticks, moving averages, and more.☆26Nov 24, 2025Updated 6 months ago
- The parser library to parse messages from crypto-crawler.☆12Jul 14, 2024Updated last year
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆660Mar 5, 2026Updated 3 months ago
- High-frequency statistical arbitrage☆266Jul 30, 2023Updated 2 years ago