jmakov / dragonflybotLinks
A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
☆64Updated 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☆179Updated 10 months ago
- A fast in-memory limit order book (LOB).☆159Updated 2 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆154Updated last year
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆78Updated 3 years ago
- Cross Exchange/Hedged market making Trading Bot in C++☆154Updated 2 years ago
- Limit Order book and matching engine in Rust.☆53Updated 3 years ago
- Collection of tidbits for HFT server config.☆49Updated 4 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆256Updated last month
- Backtesting engine written in Rust☆74Updated 6 months ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆76Updated 2 years ago
- ☆36Updated 10 months ago
- A fast L2/L3 orderbook data structure, in C, for Python☆289Updated 10 months ago
- Personal Project that implements a variety of HFT strategies in C++☆73Updated 4 years ago
- A C++ and Python implementation of the limit order book.☆286Updated 5 years ago
- toolbox of fast mm-related funcs☆212Updated 2 weeks ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆87Updated 2 weeks ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- ☆118Updated 7 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆103Updated last year
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆244Updated 3 years ago
- High frequency trading bot for crypto currencies☆407Updated 3 years ago
- A native desktop charting platform for crypto markets with intuitive orderflow visualizations☆163Updated this week
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆72Updated 7 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆77Updated 5 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆32Updated last year
- ☆36Updated 4 years ago
- A command line tool based on the crypto-crawler library.☆72Updated 2 years ago
- Orderflow trading bot based on BSI☆19Updated last year
- Sharing quantitative analyses on Crypto Lake data☆67Updated last year