dyn4mik3 / OrderBookLinks
Matching Engine for Limit Order Book
☆395Updated 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.☆349Updated 3 years ago
- Python implementation of fast limit-order book.☆319Updated 7 years ago
- Fully functioning fast Limit Order Book written in Python☆195Updated 2 years ago
- Vastly Improved BitMEX Market Making Algo☆240Updated 8 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆281Updated 9 months ago
- C++ interfaces used to communicate with Roq's market gateways.☆483Updated last week
- C++ examples.☆163Updated last week
- A scalable storage service for cryptocurrency data☆405Updated last year
- Analysis of High Frequency Trading on Bitcoin exchanges☆164Updated 8 years ago
- Bitstamp real time console based limit order book☆133Updated 3 months ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,233Updated 9 months ago
- Nasdaq Order Book Reconstructor☆254Updated 3 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆148Updated 5 years ago
- Simple FIX protocol implementation for Python☆250Updated 5 months ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆576Updated 2 years ago
- Real-time Coinbase Exchange (GDAX) order book + basic market maker bot☆232Updated 4 years ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆131Updated 3 weeks ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- Market Making via Reinforcement Learning☆335Updated 5 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆114Updated last year
- Limit Order Book Implemented in Python☆97Updated 7 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆177Updated 7 years ago
- Order Imbalance Strategy in High Frequency Trading☆138Updated 7 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆247Updated 2 weeks ago
- Python Backtesting library for trading strategies☆158Updated 3 years ago
- Example Order Book Imbalance Algorithm☆810Updated 2 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆91Updated 7 years ago
- ☆413Updated 4 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆662Updated last week
- 590 days of trade ticks on BTC/ETH/LTC/NEO to USDT☆90Updated last month