dmitry-r / binance-lob-recorderLinks
Binance Limit Order Book Recorder
☆17Updated 2 years ago
Alternatives and similar repositories for binance-lob-recorder
Users that are interested in binance-lob-recorder are comparing it to the libraries listed below
Sorting:
- Example of order book modeling.☆58Updated 6 years ago
- Repo for HFT project in CMF☆29Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- ☆36Updated 4 years ago
- High Frequency Trading Strategies☆49Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- High-frequency trading in a limit order book☆60Updated 6 years ago
- ☆17Updated 3 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- algo trading backtesting on BitMEX☆79Updated last year
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆30Updated 4 years ago
- Repository for market making ideas☆42Updated last year
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Updated 2 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Phd repo☆17Updated 3 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Deep learning modelling of orderbooks☆97Updated 4 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Market making strategy example☆28Updated 4 years ago
- Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.☆19Updated 5 years ago
- Optimal high-frequency market making strategy☆23Updated 8 months ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆21Updated 4 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- ☆51Updated 4 years ago