Alternatives and similar repositories for order_book

Users that are interested in order_book are comparing it to the libraries listed below

• JuaanM0 / orderbook-heatmap
  ☆32Updated 7 months ago
• crypto-lake / lake-api
  Python API for accessing Lake high frequency tick trades & order book data
  ☆46Updated last month
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆65Updated 9 months ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆78Updated last year
• Hudie / crypto_algo_trading
  This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…
  ☆51Updated 4 years ago
• pfei-sa / binance-LOB
  Build your own historical Limit Order Book dataset
  ☆41Updated 4 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆118Updated last year
• bradleyboyuyang / Statistical-Arbitrage
  High-frequency statistical arbitrage
  ☆196Updated last year
• SpiralDevelopment / crypto-hft-data
  Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.
  ☆73Updated 4 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆40Updated last year
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆102Updated 6 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆75Updated 7 years ago
• gaugau3000 / mc_sim_fin
  Montecarlo simulations/analysis for finance (equity simulator)
  ☆35Updated 2 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆64Updated last year
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆134Updated 7 years ago
• itsXactlY / BTQuant
  This framework provides robust tools for backtesting, forward trading, and live trading. Simulates over 400 exchanges, and supports real-…
  ☆24Updated 3 weeks ago
• daehkim / pair-trading
  CS7641 Team project
  ☆95Updated 4 years ago
• ecivini / CryptoHFT
  An automatic high frequency trading bot for cryptocurrencies
  ☆23Updated 4 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆123Updated 2 years ago
• dmarienko / QuantTradingResearch
  Different quantitative trading models research
  ☆52Updated 6 months ago
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆103Updated 11 months ago
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆17Updated last year
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆196Updated last year
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆91Updated 10 months ago
• AndreaFerrante / Orderflow
  This Python package manages methods to reshape tick by tick data for order flow analysis
  ☆98Updated 2 months ago
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated 9 months ago
• schepal / deribit_data_collector
  A library that can be used to download the entire BTC and ETH option chain data on Deribit.
  ☆63Updated 4 years ago
• theopenstreet / VPIN_HFT
  ☆114Updated 7 years ago
• srlcarlg / renkodf
  Transform Tick Data into OHLCV Renko Dataframe!
  ☆32Updated last year
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆32Updated last year