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.☆57Updated 6 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 4 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- Deribit bot to Delta Hedge Strategy.☆14Updated 2 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆31Updated 4 months ago
- a cpp framework for crypto currentcy tick data backtesting☆17Updated 4 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Updated 6 years ago
- ☆14Updated 5 years ago
- Simple market maker bot (grid order)☆43Updated 5 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- ☆33Updated 4 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- Repository for market making ideas☆40Updated last year
- An automatic high frequency trading bot for cryptocurrencies☆23Updated 4 years ago
- Pair Trading - Reinforcement Learning - with Oanda Trading API☆66Updated 5 years ago
- Marketmaker trading strategy☆28Updated 8 years ago
- Deep learning for price movement prediction using high frequency limit order data☆40Updated 6 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 6 years ago
- ☆49Updated 8 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 6 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆37Updated 6 years ago
- Use machine learning to trade bitcoin.☆10Updated 4 years ago
- ☆33Updated 3 years ago
- Bitcoin high frequency trading based on order flow analysis☆8Updated 9 years ago