jmakov / dragonflybotLinks
A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
☆66Updated 2 years ago
Alternatives and similar repositories for dragonflybot
Users that are interested in dragonflybot are comparing it to the libraries listed below
Sorting:
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆183Updated last year
- A fast in-memory limit order book (LOB).☆163Updated 2 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆161Updated last year
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆188Updated last month
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆285Updated this week
- toolbox of fast mm-related funcs☆222Updated last week
- Collection of tidbits for HFT server config.☆53Updated 4 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆80Updated 3 years ago
- A C++ and Python implementation of the limit order book.☆295Updated 5 years ago
- Limit Order book and matching engine in Rust.☆56Updated 4 years ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆248Updated 3 years ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆78Updated 3 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆308Updated 2 months ago
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆32Updated last year
- algo trading backtesting on BitMEX☆80Updated 2 years ago
- ☆36Updated last year
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆32Updated last month
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆96Updated last month
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆78Updated 5 years ago
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆154Updated 2 weeks ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆105Updated last year
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆138Updated 5 months ago
- ☆123Updated 8 years ago
- Orderflow trading bot based on BSI☆22Updated last year
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆73Updated 7 years ago
- A Practical Guide to a Simple Data Stack.☆41Updated last year
- Build your own historical Limit Order Book dataset☆48Updated 4 years ago
- High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust☆49Updated last week
- High frequency trading bot for crypto currencies☆422Updated 3 years ago
- Examples of nautilus script☆39Updated 3 months ago