crypto-lake / lake-api
Python API for accessing Lake high frequency tick trades & order book data
☆29Updated 2 months ago
Related projects ⓘ
Alternatives and complementary repositories for lake-api
- Sharing quantitative analyses on Crypto Lake data☆56Updated 2 months ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- A Practical Guide to a Simple Data Stack.☆35Updated 2 months ago
- Example of order book modeling.☆57Updated 5 years ago
- Repository for market making ideas☆37Updated 6 months ago
- ☆26Updated 3 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆47Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆87Updated 6 months ago
- Calibrates microprice model to BitMEX quote data☆54Updated 3 years ago
- Time Series Prediction of Volume in LOB☆53Updated 7 months ago
- Quants Lab is a Python project for quantitative research with Hummingbot. It provides functionalities for fetching historical data, calcu…☆38Updated this week
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆68Updated 6 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆33Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆47Updated 4 years ago
- Load, build and visualize volatility analytics from Deribit.☆21Updated last year
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 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…☆67Updated 6 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 …☆26Updated last year
- ☆18Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆57Updated 4 years ago
- ☆46Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆58Updated 4 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆28Updated 3 years ago
- ☆106Updated 6 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
- algo trading backtesting on BitMEX☆75Updated 11 months ago
- Repo for HFT project in CMF☆26Updated last year
- Dashboard to track crypto spot-futures premiums☆50Updated 2 years ago