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

• Molozey / DeribitDataScrapper

  View on GitHub
  Скрипты для загрузки исторических данных для Deribit
  ☆11Jan 11, 2025Updated last year
• alexanderkudryashov3 / Crypto-Options

  View on GitHub
  Crypto-Options Volatility Surface Calibration and Arbitrage
  ☆17Dec 26, 2022Updated 3 years ago
• satyapravin / Deribit-Option-Arb

  View on GitHub
  Tool to identify option arbitrage opportunities across different expiries.
  ☆17Nov 6, 2024Updated last year
• dmitry-r / binance-lob-recorder

  View on GitHub
  Binance Limit Order Book Recorder
  ☆16Dec 8, 2022Updated 3 years ago
• Jimmy-sha256 / deribit_websocket_v2

  View on GitHub
  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
• g-make-it / Deribit_Algo_Project_Python

  View on GitHub
  Deribit algo project written in python trading crypto futures
  ☆27Mar 16, 2022Updated 3 years ago
• rune-l / HighFrequency

  View on GitHub
  High Frequency Jump Prediction Project
  ☆38Jun 1, 2020Updated 5 years ago
• we-z / Orderbook-HFT

  View on GitHub
  Order Book Imbalance trading strategy
  ☆11Nov 21, 2022Updated 3 years ago
• keinsell / Hftish

  View on GitHub
  Alpaca-based Order Book Inbalace Algorithm.
  ☆12Jul 23, 2020Updated 5 years ago
• duncanmcdonald / Dealing-With-TDA-API-Options-Data

  View on GitHub
  ☆11May 19, 2021Updated 4 years ago
• gsalaz98 / cinnamon_roll

  View on GitHub
  Limit Orderbook Replay/Analysis Library
  ☆10Nov 19, 2018Updated 7 years ago
• ElliotP123 / crypto-exchange-code-samples

  View on GitHub
  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
• senyka0 / binance-options-arbitrage

  View on GitHub
  Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram
  ☆10Jun 10, 2023Updated 2 years ago
• coder-sword-magic / autocallable_barrier_reverse_convertibles_aka_snowball_structure

  View on GitHub
  Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo
  ☆14Feb 2, 2023Updated 3 years ago
• zugzvangg / crypto-calibration

  View on GitHub
  Stochastic volatility models and their application to Deribit crypro-options exchange
  ☆13Nov 10, 2024Updated last year
• martin-xia0 / China_Future_Md

  View on GitHub
  data gateway system getting real-time tick data from Shanghai Future Exchange
  ☆13Dec 8, 2019Updated 6 years ago
• YalDan / JumpDetectR

  View on GitHub
  Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…
  ☆14Jan 21, 2022Updated 4 years ago
• vavarb / vavabot_options_strategy

  View on GitHub
  Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …
  ☆34Feb 13, 2025Updated last year
• crypto-crawler / crypto-msg-parser

  View on GitHub
  The parser library to parse messages from crypto-crawler.
  ☆12Jul 14, 2024Updated last year
• ebrahimpichka / ml-options-pricing

  View on GitHub
  Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.
  ☆17Mar 14, 2023Updated 2 years ago
• ElliotP123 / Deribit-API_Authentication-Examples

  View on GitHub
  A series of examples in Python across the different provided API Protocols offered by Deribit.com
  ☆16Dec 11, 2020Updated 5 years ago
• DidrikF / automated-trading-system

  View on GitHub
  This repository contains an automated trading system using machine learning for stock return prediction, position sizing and generating e…
  ☆14Jun 15, 2019Updated 6 years ago
• YalDan / hf.econometrics

  View on GitHub
  Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…
  ☆17May 6, 2024Updated last year
• staccDOTsol / DeribitMarketMaker2

  View on GitHub
  ☆34Dec 4, 2020Updated 5 years ago
• maxlamberti / optimal-order-execution

  View on GitHub
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆20Dec 8, 2022Updated 3 years ago
• samsonq / Thesis

  View on GitHub
  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
• BarendPotijk / visualize_crypto_options

  View on GitHub
  The visualize_crypto_options repository provides a Python script for visualizing cryptocurrency (BTC, ETH, SOL, USDC) options traded on t…
  ☆15Mar 1, 2023Updated 2 years ago
• CoCoMilkyWay / trade

  View on GitHub
  ☆21Jul 22, 2024Updated last year
• dolphindb / Orca

  View on GitHub
  ☆20Nov 7, 2022Updated 3 years ago
• xurendong / derivx

  View on GitHub
  DerivX Core Library
  ☆20Sep 12, 2024Updated last year
• BarendPotijk / deribit_historical_trades

  View on GitHub
  The deribit_historical_trades repository gathers cryptocurrency (BTC, ETH, SOL, USDC) derivatives traded on the cryptocurrency derivative…
  ☆21Mar 1, 2023Updated 2 years ago
• mindful-math / LOB-Modeling

  View on GitHub
  Collection of Models related to market making
  ☆17Jan 25, 2021Updated 5 years ago
• jfenner / Order-Imbalance-Trading-Simulation-R-Code

  View on GitHub
  Order Imbalance Trading Simulation R Code
  ☆16Sep 9, 2019Updated 6 years ago
• dwrx / orca-arb

  View on GitHub
  ☆18Jun 12, 2022Updated 3 years ago
• cryptarbitrage-code / deribit-perpetual-funding

  View on GitHub
  ☆24Feb 7, 2026Updated last week
• peernagy / LOBS5

  View on GitHub
  ☆24Feb 5, 2026Updated last week
• hudson-and-thames / example-notebooks

  View on GitHub
  ☆20Jul 11, 2023Updated 2 years ago
• tutecode / freq-strategies

  View on GitHub
  Freqtrade Strategies
  ☆21Aug 7, 2021Updated 4 years ago
• sweliam / zakamouline

  View on GitHub
  Zakamouline optimal delta hedging strategy python implementation.
  ☆20Dec 11, 2022Updated 3 years ago