kostyafarber / crypto-lob-data-pipelineLinks
I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices π and transforming them into an order flow imbalance indicator.
β21Updated 2 years ago
Alternatives and similar repositories for crypto-lob-data-pipeline
Users that are interested in crypto-lob-data-pipeline are comparing it to the libraries listed below
Sorting:
- Tool to identify option arbitrage opportunities across different expiries.β17Updated 7 months ago
- Stochastic volatility models and their application to Deribit crypro-options exchangeβ12Updated 6 months ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for volβ¦β17Updated 4 months ago
- Repository for market making ideasβ40Updated last year
- High Frequency Trading Strategiesβ45Updated 7 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be β¦β31Updated 3 months ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paperβ31Updated 3 years ago
- Repo for HFT project in CMFβ28Updated 2 years ago
- β33Updated 3 years ago
- High Frequency Jump Prediction Projectβ36Updated 5 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairsβ33Updated 3 years ago
- a cpp framework for crypto currentcy tick data backtestingβ16Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.β64Updated 2 years ago
- Market Making in Pythonβ17Updated last year
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntuβ¦β14Updated 3 years ago
- Python API for accessing Lake high frequency tick trades & order book dataβ44Updated 3 weeks ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in Deβ¦β50Updated 4 years ago
- Collection of Models related to market makingβ17Updated 4 years ago
- A Collection of public tutorials published in the qubitquants.pro blogβ69Updated 2 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Leeβ21Updated 6 years ago
- A Practical Guide to a Simple Data Stack.β40Updated 8 months ago
- Delta hedging under SABR modelβ32Updated last year
- high-frequency grid trading strategy backtesting for binance futuresβ23Updated 2 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars dataβ18Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick dataβ36Updated 4 years ago
- β23Updated 5 years ago
- Derive order flow from Tick and Trade data.β32Updated 3 years ago
- Deep learning approach for market price prediction, in JAXβ38Updated last year
- β24Updated 2 years ago
- High Frequency Trading strategies.β33Updated last year