hello2all / gamma-rayLinks
High frequency trading bot for crypto currencies
☆423Updated 3 years ago
Alternatives and similar repositories for gamma-ray
Users that are interested in gamma-ray are comparing it to the libraries listed below
Sorting:
- High Frequency Market Making☆608Updated 2 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆639Updated 2 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆286Updated last week
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆309Updated 2 years ago
- ☆433Updated 5 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆313Updated 3 months ago
- simple crypto market maker☆594Updated last week
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆192Updated 2 months ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆484Updated 4 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆551Updated 3 years ago
- toolbox of fast mm-related funcs☆226Updated 2 weeks ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆709Updated this week
- Vastly Improved BitMEX Market Making Algo☆237Updated 9 years ago
- A C++ and Python implementation of the limit order book.☆295Updated 5 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆237Updated 2 years ago
- A collection of homeworks of market microstructure models.☆276Updated 7 years ago
- A scalable storage service for cryptocurrency data☆410Updated last year
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,309Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- High-frequency statistical arbitrage☆243Updated 2 years ago
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆289Updated last month
- Pairs Trading using Statistical Arbitrage☆192Updated 3 years ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆138Updated 6 months ago
- A collection of helpful trading scripts I've hacked together☆41Updated 2 years ago
- Nasdaq Order Book Reconstructor☆269Updated 4 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆766Updated last month
- Example Order Book Imbalance Algorithm☆836Updated 2 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆106Updated last year
- Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges☆345Updated last week
- C++ interfaces used to communicate with Roq's market gateways.☆498Updated 2 weeks ago