A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.
☆78Nov 8, 2022Updated 3 years ago
Alternatives and similar repositories for orderbook-delta-bot
Users that are interested in orderbook-delta-bot are comparing it to the libraries listed below
Sorting:
- A random set of notebooks to analyze the crypto markets☆40Dec 28, 2023Updated 2 years ago
- event-driven trading and backtesting engine☆20Nov 25, 2024Updated last year
- Cryptocurrency quant framework written in Rust.☆30Aug 6, 2020Updated 5 years ago
- Control suite for FPGA based qubit time-series photonics☆13Mar 9, 2023Updated 3 years ago
- Modeling Ethereum NFTs using lognormal models and trait based pricing☆19Aug 17, 2022Updated 3 years ago
- Collect orderbook data from crypto exchanges and publish as GRPC☆13Jun 19, 2022Updated 3 years ago
- Lightweight algo trading framework☆33Mar 22, 2023Updated 2 years ago
- A Tool to Semi-Automate the Manual Trading Process.☆11Aug 7, 2023Updated 2 years ago
- A quanting demo for cryptocurrency based on Rust.☆12Sep 14, 2024Updated last year
- ☆16Feb 7, 2021Updated 5 years ago
- A collection of assignment submissions from the 2021/22 MSc Computational Finance Course.☆12Jan 3, 2023Updated 3 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- Simple Smart Order Router for crypto market☆28Jun 5, 2024Updated last year
- Matching Engine implementation in Rust☆63Jul 15, 2021Updated 4 years ago
- Experimental cryptocurrency trading bot using Machine Learning and Rust☆29Mar 29, 2023Updated 2 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆98Jul 29, 2024Updated last year
- Program that detects arbitrage opportunities in the foreign exchange market using Bellman-Ford algorithm.☆10Aug 1, 2021Updated 4 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆90May 19, 2023Updated 2 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆314Dec 4, 2023Updated 2 years ago
- Cryptocurrency exchanges API wrapped in Rust.☆18Dec 24, 2020Updated 5 years ago
- A fast in-memory limit order book (LOB).☆166Jan 29, 2023Updated 3 years ago
- Sharing quantitative analyses on Crypto Lake data☆73Sep 2, 2024Updated last year
- A collection of post-quantum cryptographic algorithms (and emerging standards) implemented in Rust.☆16Jul 18, 2025Updated 7 months ago
- Rust course☆10May 24, 2025Updated 9 months ago
- An implementation of faster-rcnn for people detection in python☆10Apr 30, 2019Updated 6 years ago
- Hexital - Incremental Technical Analysis Library☆26Jan 28, 2026Updated last month
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆35Dec 6, 2023Updated 2 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆99Jan 1, 2021Updated 5 years ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆168Apr 15, 2021Updated 4 years ago
- ☆41Oct 1, 2024Updated last year
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆24Aug 10, 2022Updated 3 years ago
- ☆11Mar 24, 2021Updated 4 years ago
- Interactive Quant Portfolio Visualizer Dash App☆13Mar 8, 2024Updated 2 years ago
- Developed a high-performance trading engine using Rust, leveraging its powerful features for low-level systems programming. Engineered to…☆22Nov 9, 2024Updated last year
- make this repo most starred, please 🙏☆11Dec 27, 2024Updated last year
- Furnace is a high-performance quantitative trading library that provides features similar to CCXT, allowing developers to connect and int…☆14Jan 16, 2025Updated last year
- Reinforcement learning crypto trading bot☆10Oct 30, 2020Updated 5 years ago
- An automated grid/ping-pong market-making bot for various exchanges.☆10Nov 2, 2018Updated 7 years ago
- Quantum Machine Learning☆10Jan 19, 2023Updated 3 years ago