fatfingererr / go-deltafighterLinks
Get the current orderflow delta from Binance in Go
☆19Updated 2 years ago
Alternatives and similar repositories for go-deltafighter
Users that are interested in go-deltafighter are comparing it to the libraries listed below
Sorting:
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- Bitmex 自动量化交易☆14Updated 5 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Updated 5 years ago
- Implementation in Python of the market making algorithm described in "Optimal high frequency trading with limit and market orders" by Gui…☆17Updated last year
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago
- RestAPI+Websocket client based on Boost.Beast. Binance, Huobi, Gateio, Currencycom launched☆20Updated 2 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- Market making strategy example☆28Updated 4 years ago
- Repository for market making ideas☆43Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- Deep learning approach for market price prediction, in JAX☆50Updated last year
- ☆42Updated 4 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10Updated 5 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆137Updated 2 years ago
- Binance cash-and-carry arbitrage bot☆74Updated 2 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆112Updated last year
- 非平衡订单流高频交易模型☆112Updated 6 years ago
- Calibrates microprice model to BitMEX quote data☆61Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Binance Limit Order Book Recorder☆16Updated 2 years ago
- Order Imbalance Strategy in High Frequency Trading☆140Updated 7 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆65Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆24Updated 5 years ago
- Marketmaker trading strategy☆29Updated 9 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago