globophobe / asyncio-quant-tickLinks
π Aggregate candlesticks from high frequency tick data from WebSockets
β30Updated last year
Alternatives and similar repositories for asyncio-quant-tick
Users that are interested in asyncio-quant-tick are comparing it to the libraries listed below
Sorting:
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in Deβ¦β50Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.β63Updated 4 years ago
- Example of order book modeling.β56Updated 5 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be β¦β31Updated 3 months ago
- algo trading backtesting on BitMEXβ77Updated last year
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.β73Updated 2 years ago
- Repository for market making ideasβ40Updated last year
- High-frequency trading in a limit order bookβ58Updated 6 years ago
- high-frequency grid trading strategy backtesting for binance futuresβ23Updated 2 years ago
- β33Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paperβ31Updated 3 years ago
- Pairs trading strategy example based on Catalystβ48Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairsβ33Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick dataβ36Updated 4 years ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.β60Updated 2 years ago
- β33Updated 3 years ago
- Sharing quantitative analyses on Crypto Lake dataβ65Updated 9 months ago
- Visualization Tool for Deribit Optionsβ81Updated 5 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.β19Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedgingβ74Updated 7 years ago
- A sample market maker bot for Bybitβ47Updated 4 years ago
- Simple market maker bot (grid order)β43Updated 5 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasetsβ26Updated 6 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.β51Updated 3 years ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntuβ¦β8Updated 3 years ago
- OpenAI Gym Environment for Low-Latency Tradingβ18Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)β102Updated 6 years ago
- stores market data from cryptofeed to kdb+β23Updated 4 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.β34Updated 2 years ago
- Tool to identify option arbitrage opportunities across different expiries.β17Updated 6 months ago