fasenderos / nodejs-order-bookLinks
Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT)
☆176Updated this 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
Sorting:
- Simple utility classes to handle orderbook snapshot & delta events in node.js, with examples for Bybit & Binance.☆152Updated last week
- A Python framework for managing positions and trades in DeFi☆137Updated this week
- High frequency trading bot for crypto currencies☆401Updated 3 years ago
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆277Updated 3 weeks ago
- Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges☆305Updated 2 weeks ago
- A fast L2/L3 orderbook data structure, in C, for Python☆281Updated 9 months ago
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆61Updated 10 months ago
- Cross Exchange/Hedged market making Trading Bot in C++☆152Updated 2 years ago
- Cryptocurrency trades aggregator (server side)☆190Updated 2 months ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆250Updated 2 weeks ago
- ☆34Updated 9 months ago
- toolbox of fast mm-related funcs☆199Updated 3 weeks ago
- Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain☆200Updated 3 months ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆85Updated last month
- Quants Lab is a Python project for quantitative research with Hummingbot. It provides functionalities for fetching historical data, calcu…☆181Updated 3 months ago
- Vastly Improved BitMEX Market Making Algo☆240Updated 8 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆176Updated 9 months ago
- algo trading backtesting on BitMEX☆80Updated last year
- Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js☆332Updated 3 weeks ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆60Updated 2 years ago
- Triangle arbitrage trading bot for Binance☆321Updated 4 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆63Updated 2 years ago
- Example 3D order book visualiser for crypto markets.☆85Updated 2 years ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆76Updated 2 years ago
- Binance cash-and-carry arbitrage bot☆73Updated 2 years ago
- A Trading Bot for Bybit USDT Futures with a built in strategy for Liquidation Hunting, Dollar Cost Averaging & Position Control☆113Updated 3 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆79Updated 3 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆103Updated last year
- Sharing quantitative analyses on Crypto Lake data☆66Updated 11 months ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆298Updated last year