day0market / gegerLinks
Lightweight algo trading framework
☆32Updated 2 years ago
Alternatives and similar repositories for geger
Users that are interested in geger are comparing it to the libraries listed below
Sorting:
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆78Updated 3 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆78Updated 3 years ago
- A fast in-memory limit order book (LOB).☆164Updated 2 years ago
- Limit Order book and matching engine in Rust.☆56Updated 3 years ago
- Stock Exchange Engine written in Rust☆29Updated 4 years ago
- Trading with ML on binance microstructure market data☆15Updated 2 years ago
- event-driven trading and backtesting engine☆20Updated last year
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆32Updated 3 weeks ago
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆32Updated last year
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆183Updated last year
- A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching eng…☆240Updated 2 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆65Updated 2 years ago
- A Practical Guide to a Simple Data Stack.☆40Updated last year
- ☆36Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆105Updated last year
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆37Updated 5 years ago
- Backtesting engine written in Rust☆75Updated 9 months ago
- Aggregate trade data into user-defined candles using information driven rules☆110Updated 5 months ago
- A command line tool based on the crypto-crawler library.☆72Updated 2 years ago
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆148Updated last week
- Leveraged Futures Exchange for Simulated Trading☆76Updated 2 months ago
- a cpp framework for crypto currentcy tick data backtesting☆18Updated 4 years ago
- Collection of tidbits for HFT server config.☆53Updated 4 years ago
- High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust☆45Updated last week
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆96Updated last month
- Dashboard to track crypto spot-futures premiums☆54Updated 3 years ago
- Orderflow trading bot based on BSI☆22Updated last year
- ☆33Updated 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…☆72Updated 7 years ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆248Updated 3 years ago