darwinex / dwx-fix-connectorLinks
QuickFIX wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via FIX Protocol v4.4
☆17Updated 3 years ago
Alternatives and similar repositories for dwx-fix-connector
Users that are interested in dwx-fix-connector are comparing it to the libraries listed below
Sorting:
- OrderBook Simulator with Limit and Iceberg functionality☆79Updated 6 years ago
- Sharing quantitative analyses on Crypto Lake data☆69Updated last year
- Example of order book modeling.☆58Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆112Updated 12 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- Repository for market making ideas☆43Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 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.☆173Updated 6 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- ☆38Updated 4 years ago
- A sample market maker bot for Bybit☆48Updated 4 years ago
- Dashboard to track crypto spot-futures premiums☆54Updated 3 years ago
- Order Imbalance Strategy in High Frequency Trading☆140Updated 7 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 …☆33Updated 8 months 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
- ☆120Updated 7 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆93Updated 5 months ago
- An asynchronous low-latency trading system☆58Updated last year
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 3 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆114Updated last year
- Interactive brokers integration for live trading using Rob Carver's pysystem trade backtester.☆10Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- ☆49Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆55Updated 5 years ago
- Example of adaptive trend following strategy based on Renko☆124Updated 6 years ago
- ☆60Updated 9 months ago