fasenderos / nodejs-order-book
Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT)
☆165Updated 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.☆148Updated last month
- toolbox of fast mm-related funcs☆182Updated last month
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆269Updated last week
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆228Updated last month
- Cryptocurrency trades aggregator (server side)☆185Updated last month
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆168Updated 5 months ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆75Updated 2 years ago
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆58Updated 6 months ago
- Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain☆192Updated this week
- Example 3D order book visualiser for crypto markets.☆83Updated 2 years ago
- A Python framework for managing positions and trades in DeFi☆130Updated this week
- Cross Exchange/Hedged market making Trading Bot in C++☆145Updated 2 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆272Updated 5 months ago
- algo trading backtesting on BitMEX☆77Updated last year
- Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges☆287Updated last week
- Repository for market making ideas☆40Updated last year
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆50Updated 4 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 8 months ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆126Updated 5 months ago
- High frequency trading bot for crypto currencies☆387Updated 3 years ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- A collection of awesome stuff related to Hummingbot ecosystem.☆125Updated 2 years ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆59Updated 2 years ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆72Updated 2 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆105Updated last year
- High Frequency Market Making☆537Updated last year
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆295Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆104Updated 9 months ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆141Updated 4 years ago
- Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges☆247Updated last year