High frequency trading bot for crypto currencies
☆422Feb 7, 2022Updated 4 years ago
Alternatives and similar repositories for gamma-ray
Users that are interested in gamma-ray are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- High Frequency Market Making☆616Sep 24, 2023Updated 2 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆152Dec 28, 2019Updated 6 years ago
- Vastly Improved BitMEX Market Making Algo☆238Feb 3, 2017Updated 9 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆671Jul 6, 2023Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Nov 3, 2021Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.☆603Nov 17, 2022Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆39Jan 3, 2021Updated 5 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆196Mar 1, 2026Updated last month
- A collection of homeworks of market microstructure models.☆284May 4, 2018Updated 7 years ago
- ☆39Aug 2, 2021Updated 4 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,250Aug 27, 2022Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 4 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆715Apr 3, 2026Updated last week
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆152May 9, 2020Updated 5 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆316Dec 4, 2023Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆115Oct 13, 2013Updated 12 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,340Nov 13, 2024Updated last year
- ☆129Dec 12, 2017Updated 8 years ago
- ☆443Jan 10, 2021Updated 5 years ago
- ☆48Jun 16, 2019Updated 6 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆569Sep 20, 2022Updated 3 years ago
- Personal Project that implements a variety of HFT strategies in C++☆76Apr 29, 2021Updated 4 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆181Sep 28, 2019Updated 6 years ago
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆3,915Dec 23, 2025Updated 3 months ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆94Oct 30, 2017Updated 8 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆288Mar 23, 2026Updated 3 weeks ago
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 8 years ago
- algo trading backtesting on BitMEX☆81Dec 4, 2023Updated 2 years ago
- simple crypto market maker☆600Mar 24, 2026Updated 2 weeks ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆145May 6, 2023Updated 2 years ago
- ☆29Aug 7, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Order Imbalance Strategy in High Frequency Trading☆142Jun 4, 2018Updated 7 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆74Jun 3, 2018Updated 7 years ago
- Example of order book modeling.☆58Jun 18, 2019Updated 6 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆172Aug 21, 2017Updated 8 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆50Apr 12, 2025Updated last year
- ☆15Apr 6, 2022Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago