kostyafarber / crypto-lob-data-pipelineLinks
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.
☆24Updated 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
Sorting:
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated last year
- High Frequency Trading Strategies☆48Updated 8 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Repository for market making ideas☆43Updated last year
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Updated 5 years ago
- Deep learning approach for market price prediction, in JAX☆55Updated last year
- Example of order book modeling.☆58Updated 6 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆36Updated last year
- Repo for HFT project in CMF☆28Updated 2 years ago
- High frequency trading algorithm for Bitmex☆22Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆23Updated 10 months ago
- High Frequency Trading strategies.☆38Updated 2 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆57Updated last month
- Collection of Models related to market making☆17Updated 4 years ago
- ☆38Updated 4 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Updated last year
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆33Updated 10 months ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆20Updated 3 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆29Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆36Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 4 years ago
- Market Making in Python☆19Updated last year
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆75Updated 3 years ago