dyn4mik3 / OrderBookLinks
Matching Engine for Limit Order Book
☆393Updated 3 years ago
Alternatives and similar repositories for OrderBook
Users that are interested in OrderBook are comparing it to the libraries listed below
Sorting:
- A very light matching engine in Python.☆347Updated 3 years ago
- Python implementation of fast limit-order book.☆319Updated 7 years ago
- Fully functioning fast Limit Order Book written in Python☆194Updated 2 years ago
- Vastly Improved BitMEX Market Making Algo☆239Updated 8 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆279Updated 8 months ago
- Bitstamp real time console based limit order book☆131Updated 2 months ago
- A scalable storage service for cryptocurrency data☆405Updated last year
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,220Updated 8 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆571Updated 2 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆156Updated 7 years ago
- C++23 interfaces used to communicate with Roq's market gateways.☆482Updated 2 weeks ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆147Updated 5 years ago
- Nasdaq Order Book Reconstructor☆252Updated 3 years ago
- Simple FIX protocol implementation for Python☆250Updated 5 months ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- Python Backtesting library for trading strategies☆158Updated 3 years ago
- C++23 examples.☆162Updated last month
- Example Order Book Imbalance Algorithm☆810Updated 2 years ago
- High frequency trading bot for crypto currencies☆399Updated 3 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆176Updated 6 years ago
- Limit Order Book Implemented in Python☆97Updated 7 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆77Updated 5 years ago
- High Frequency Market Making☆560Updated last year
- Market Making via Reinforcement Learning☆333Updated 5 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆113Updated last year
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆275Updated this week
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆130Updated this week
- A C++ and Python implementation of the limit order book.☆281Updated 5 years ago
- Real-time Coinbase Exchange (GDAX) order book + basic market maker bot☆231Updated 4 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆100Updated 2 years ago