crypto-lake / lake-api
Python API for accessing Lake high frequency tick trades & order book data
☆35Updated 2 months ago
Alternatives and similar repositories for lake-api:
Users that are interested in lake-api are comparing it to the libraries listed below
- Sharing quantitative analyses on Crypto Lake data☆64Updated 5 months ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- A Practical Guide to a Simple Data Stack.☆39Updated 5 months ago
- Example of order book modeling.☆56Updated 5 years ago
- ☆29Updated 3 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆27Updated last week
- Repository for market making ideas☆39Updated 9 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆102Updated 9 months ago
- Market Making in Python☆15Updated 9 months ago
- ☆32Updated 4 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆48Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆62Updated 4 years ago
- ☆108Updated 7 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆32Updated 3 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆33Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 4 years ago
- Volatility surface visualizer for cryptocurrency options.☆52Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆49Updated 3 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆26Updated 11 months ago
- ☆47Updated 3 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆105Updated last year
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- ☆38Updated 2 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆70Updated 2 years ago