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.
☆25Aug 10, 2022Updated 4 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:
- Deribit API article code☆11Sep 4, 2022Updated 4 years ago
- Скрипты для загрузки исторических данных для Deribit☆10Jan 11, 2025Updated last year
- Binance Limit Order Book Recorder☆16Dec 8, 2022Updated 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.☆19Nov 6, 2024Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- Deribit algo project written in python trading crypto futures☆28Mar 16, 2022Updated 4 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 3 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- Simple Experimental Limit Order Book Simulation☆15Apr 12, 2020Updated 6 years ago
- kdb+中文教程☆12Sep 13, 2020Updated 6 years ago
- 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
- ☆15Aug 18, 2024Updated 2 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- This is a collection of simple asynchronous RESToverHTTP and JSON-RPCoverWebSocket examples of how to interact with a few Crypto Exchange…☆11May 30, 2024Updated 2 years ago
- High Frequency Jump Prediction Project☆37Jun 1, 2020Updated 6 years ago
- greedy gradient boosting in kdb+/q☆13Oct 16, 2016Updated 9 years ago
- data gateway system getting real-time tick data from Shanghai Future Exchange☆13Dec 8, 2019Updated 6 years ago
- Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.☆18Mar 14, 2023Updated 3 years ago
- ☆11May 19, 2021Updated 5 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Dec 8, 2022Updated 3 years ago
- A series of examples in Python across the different provided API Protocols offered by Deribit.com☆15Dec 11, 2020Updated 5 years ago
- Transformer Conformal Prediction for Time Series☆19Apr 13, 2026Updated 5 months ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Seeking Alpha, Machine Learning, ETFs Strategy☆21Nov 2, 2022Updated 3 years ago
- ☆32Dec 4, 2020Updated 5 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 …☆36Feb 13, 2025Updated last year
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆15Feb 2, 2023Updated 3 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- Order Book Analytics Database☆12Mar 31, 2020Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- my first factor-stock-selecting backtest function☆22Aug 15, 2020Updated 6 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- ☆25May 22, 2026Updated 3 months ago
- Developing for Kubernetes with k3s+GitLab☆10Oct 25, 2021Updated 4 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆36Mar 19, 2021Updated 5 years ago
- The visualize_crypto_options repository provides a Python script for visualizing cryptocurrency (BTC, ETH, SOL, USDC) options traded on t…☆17Mar 1, 2023Updated 3 years ago
- Real time chart pattern detection library☆23Jan 9, 2026Updated 8 months ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Apr 9, 2020Updated 6 years ago
- Limit Order book and matching engine in Rust.☆59Jan 5, 2022Updated 4 years ago