fasenderos / nodejs-order-book
Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT)
☆157Updated last week
Alternatives and similar repositories for nodejs-order-book:
Users that are interested in nodejs-order-book are comparing it to the libraries listed below
- Simple utility classes to handle orderbook snapshot & delta events in node.js, with examples for Bybit & Binance.☆141Updated 3 months ago
- toolbox of fast mm-related funcs☆167Updated 2 weeks ago
- Example 3D order book visualiser for crypto markets.☆81Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆225Updated this week
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆102Updated 7 months ago
- High frequency trading bot for crypto currencies☆380Updated 3 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆137Updated last year
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆164Updated 4 months ago
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆266Updated 2 weeks ago
- Binance cash-and-carry arbitrage bot☆70Updated 2 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 6 months ago
- Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain☆185Updated last year
- A fast L2/L3 orderbook data structure, in C, for Python☆268Updated 4 months ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆59Updated 2 years ago
- High Frequency Market Making☆517Updated last year
- algo trading backtesting on BitMEX☆76Updated last year
- bybit simple market maker☆501Updated 6 months ago
- Repository for market making ideas☆39Updated 10 months ago
- An asynchronous low-latency trading system☆39Updated 11 months ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆137Updated 4 years ago
- High-frequency statistical arbitrage☆173Updated last year
- Personal Project that implements a variety of HFT strategies in C++☆71Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆495Updated last year
- ☆111Updated 7 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- Free trading system for crypto exchanges SPOT market. Adaptive customizable reverse grid strategy based on martingale.☆195Updated this week
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆73Updated 2 years ago
- A C++ and Python implementation of the limit order book.☆260Updated 4 years ago
- Volatility surface visualizer for cryptocurrency options.☆52Updated 2 years ago