I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into an order flow imbalance indicator.
☆24Aug 10, 2022Updated 3 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Скрипты для загрузки исторических данных для Deribit☆11Jan 11, 2025Updated last year
- Binance Limit Order Book Recorder☆16Dec 8, 2022Updated 3 years ago
- This is a python wrapper written to make it simple to connect to Deribit's JSON-RPC api v2 using websockets.☆47Feb 10, 2023Updated 3 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆18Nov 6, 2024Updated last year
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Deribit algo project written in python trading crypto futures☆26Mar 16, 2022Updated 4 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- Order Book Imbalance trading strategy☆10Nov 21, 2022Updated 3 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 2 years ago
- This is a collection of simple asynchronous RESToverHTTP and JSON-RPCoverWebSocket examples of how to interact with a few Crypto Exchange…☆11May 30, 2024Updated last year
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆13Jan 21, 2022Updated 4 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- greedy gradient boosting in kdb+/q☆13Oct 16, 2016Updated 9 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- data gateway system getting real-time tick data from Shanghai Future Exchange☆13Dec 8, 2019Updated 6 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- A series of examples in Python across the different provided API Protocols offered by Deribit.com☆16Dec 11, 2020Updated 5 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- ☆11May 19, 2021Updated 4 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 …☆35Feb 13, 2025Updated last year
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- ☆34Dec 4, 2020Updated 5 years ago
- Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.☆18Mar 14, 2023Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Transformer Conformal Prediction for Time Series☆16Jun 21, 2024Updated last year
- ☆25Mar 27, 2026Updated 2 weeks ago
- Order Book Analytics Database☆12Mar 31, 2020Updated 6 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 5 years ago
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆17May 6, 2024Updated last year
- The visualize_crypto_options repository provides a Python script for visualizing cryptocurrency (BTC, ETH, SOL, USDC) options traded on t…☆15Mar 1, 2023Updated 3 years ago
- ☆22Jul 22, 2024Updated last year
- Seeking Alpha, Machine Learning, ETFs Strategy☆19Nov 2, 2022Updated 3 years ago
- Limit Order book and matching engine in Rust.☆58Jan 5, 2022Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Codes for MO's Trading.☆43Mar 20, 2022Updated 4 years ago
- Event-driven Algorithmic Trading For Python☆26Apr 7, 2019Updated 7 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 6 years ago
- Order Book visualisation (sockets/Binance)☆21Apr 16, 2024Updated last year
- VeighNa框架的DolphinDB数据库接口☆26Oct 2, 2025Updated 6 months ago
- Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and…☆23Sep 8, 2023Updated 2 years ago