bmoscon / orderbook
A fast L2/L3 orderbook data structure, in C, for Python
☆264Updated 3 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☆398Updated 10 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆483Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆223Updated 9 months ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆120Updated 2 months ago
- High Frequency Market Making☆496Updated last year
- High frequency trading bot for crypto currencies☆380Updated 3 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆289Updated last year
- ☆376Updated 4 years ago
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆262Updated last week
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆137Updated 4 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆699Updated 2 months ago
- BackTest and Run CryptoCurrency Trading Strategies☆147Updated this week
- algo trading backtesting on BitMEX☆76Updated last year
- Vastly Improved BitMEX Market Making Algo☆237Updated 8 years ago
- Nasdaq Order Book Reconstructor☆236Updated 3 years ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆409Updated 3 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆152Updated 5 years ago
- toolbox of fast mm-related funcs☆162Updated 3 weeks ago
- C++ examples.☆162Updated this week
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆101Updated 6 months ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆602Updated 3 months ago
- Order Imbalance Strategy in High Frequency Trading☆128Updated 6 years ago
- Plot orderflow footprint charts using plotly in python.☆123Updated 4 months ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆157Updated 7 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆469Updated this week
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆462Updated 3 years ago
- Apply popular TA tools and charts to candlestick data with NumPy.☆155Updated 2 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆368Updated last year
- Vectorized backtester and trading engine for QuantRocket☆214Updated 2 months ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆404Updated 2 years ago