High frequency trading bot for crypto currencies
☆427Feb 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☆625Sep 24, 2023Updated 2 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆153Dec 28, 2019Updated 6 years ago
- Vastly Improved BitMEX Market Making Algo☆238Feb 3, 2017Updated 9 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆692Jul 6, 2023Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Nov 3, 2021Updated 4 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆40Jan 3, 2021Updated 5 years ago
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆202Mar 1, 2026Updated 2 months ago
- A collection of homeworks of market microstructure models.☆286May 4, 2018Updated 8 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…☆2,271Aug 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.☆724Apr 30, 2026Updated 3 weeks ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆155May 9, 2020Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆317Dec 4, 2023Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆116Oct 13, 2013Updated 12 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,362Nov 13, 2024Updated last year
- ☆131Dec 12, 2017Updated 8 years ago
- ☆48Jun 16, 2019Updated 6 years ago
- ☆453Jan 10, 2021Updated 5 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆575Sep 20, 2022Updated 3 years ago
- Personal Project that implements a variety of HFT strategies in C++☆77Apr 29, 2021Updated 5 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆184Sep 28, 2019Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,088Dec 23, 2025Updated 5 months ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆96Oct 30, 2017Updated 8 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆292May 11, 2026Updated last week
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 8 years ago
- algo trading backtesting on BitMEX☆82Dec 4, 2023Updated 2 years ago
- simple crypto market maker☆606Mar 24, 2026Updated 2 months ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆148May 6, 2023Updated 3 years ago
- ☆30Aug 7, 2022Updated 3 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…☆75Jun 3, 2018Updated 7 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Order Imbalance Strategy in High Frequency Trading☆146Jun 4, 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，…☆51Apr 12, 2025Updated last year
- ☆16Apr 6, 2022Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆110Oct 16, 2015Updated 10 years ago