crypto-lake / lake-apiLinks
Python API for accessing Lake high frequency tick trades & order book data
☆60Updated 3 months 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☆73Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆106Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 8 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- Calibrates microprice model to BitMEX quote data☆64Updated 4 years ago
- Repository for market making ideas☆43Updated last year
- ☆123Updated 8 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆177Updated 6 years ago
- High-frequency statistical arbitrage☆244Updated 2 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆55Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆75Updated 3 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144Updated 2 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…☆73Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futures☆26Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆141Updated last year
- ☆37Updated last year
- ☆39Updated 4 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- ☆34Updated 5 years ago
- Binance cash-and-carry arbitrage bot☆77Updated 3 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆78Updated 5 years ago
- Deep learning modelling of orderbooks☆102Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆84Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Deep learning approach for market price prediction, in JAX☆56Updated last year
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆37Updated last year
- This Python package manages methods to reshape tick by tick data for order flow analysis☆114Updated 3 weeks ago