crypto-lake / lake-apiLinks
Python API for accessing Lake high frequency tick trades & order book data
☆52Updated 2 weeks ago
Alternatives and similar repositories for lake-api
Users that are interested in lake-api are comparing it to the libraries listed below
Sorting:
- Sharing quantitative analyses on Crypto Lake data☆69Updated last year
- Calibrates microprice model to BitMEX quote data☆60Updated 4 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- ☆120Updated 7 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆78Updated 7 years ago
- Repository for market making ideas☆42Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆104Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- Example of order book modeling.☆57Updated 6 years 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…☆72Updated 7 years ago
- High-frequency statistical arbitrage☆231Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆134Updated last year
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆54Updated 5 years ago
- Deep learning approach for market price prediction, in JAX☆52Updated last year
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆112Updated 12 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆76Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COI…☆62Updated 10 months ago
- ☆37Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆108Updated last week
- Implementation of HFT backtesting simulator and Stoikov strategy☆136Updated 2 years ago
- ☆33Updated 4 years ago
- Market Making in Python☆19Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆267Updated last week
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated last year
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆229Updated 2 years ago