lucky7323 / tick_collectorView external linksLinks
Binance Tick Data Collector
☆36Aug 19, 2021Updated 4 years ago
Alternatives and similar repositories for tick_collector
Users that are interested in tick_collector are comparing it to the libraries listed below
Sorting:
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- Alpha,deap,数字货币☆14Dec 9, 2020Updated 5 years ago
- 利用Wind API更新周频与月频因子☆12Sep 3, 2019Updated 6 years ago
- Nerr Smart Trader - Triangular Arbitrage Trading System☆18Nov 5, 2013Updated 12 years ago
- verify OrderBook Tick Data Trading Strategy on futures.☆17Mar 21, 2019Updated 6 years ago
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆22Mar 20, 2024Updated last year
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆38Oct 18, 2020Updated 5 years ago
- Quantitative strategy☆13Aug 17, 2019Updated 6 years ago
- 两家交易所做比特币的高频对冲☆19Dec 5, 2019Updated 6 years ago
- RestAPI+Websocket client based on Boost.Beast. Binance, Huobi, Gateio, Currencycom launched☆21Aug 16, 2023Updated 2 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 5 years ago
- Self learning trading robot able to take decisions by itself, without technical indicators, through Genetic algorithm (neural network).☆20Jan 31, 2021Updated 5 years ago
- Seeking Alpha, Machine Learning, ETFs Strategy☆18Nov 2, 2022Updated 3 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Jul 29, 2020Updated 5 years ago
- MC全球交易解决方案--(附关于multicharts串接IB-TWS事宜)☆23Jun 26, 2019Updated 6 years ago
- A Binance Futures trading and backteasting framework with Backtrader based on rodrigo-brito's backtrader-binance-bot☆25Dec 22, 2021Updated 4 years ago
- A data pipeline solution for collecting options data at scale.☆19Jun 28, 2023Updated 2 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Aug 23, 2021Updated 4 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆24Aug 10, 2022Updated 3 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆27Sep 9, 2020Updated 5 years ago
- A simple Darwinex ticks data Python API.☆21Jan 21, 2023Updated 3 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆24Aug 25, 2019Updated 6 years ago
- Example of order book modeling.☆58Jun 18, 2019Updated 6 years ago
- A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COI…☆68Jan 13, 2025Updated last year
- Derive order flow from Tick and Trade data.☆33Aug 13, 2021Updated 4 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆120May 3, 2024Updated last year
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆73Jun 3, 2018Updated 7 years ago
- Replication of "Taming the Factor Zoo: A Test of New Factors (Feng, Giglio, and Xiu, 2020, JF)"☆10Mar 4, 2024Updated last year
- A practice of Recursive Feature Elimination (RFE) using Titanic dataset☆10Sep 5, 2021Updated 4 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Apr 24, 2023Updated 2 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆641Jul 6, 2023Updated 2 years ago
- Binance API integration with Backtrader.☆145Jun 25, 2021Updated 4 years ago
- Scalping day trading strategy☆45May 30, 2020Updated 5 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆38Jun 20, 2021Updated 4 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- select stock automatically, trade manually☆12Jul 26, 2020Updated 5 years ago
- .NET Samples for QuickFIXn library and Spotware FIX API☆14May 23, 2022Updated 3 years ago
- The materials for the course 'Data Analysis in Economics and Finance', 2020/2021, NRU HSE.☆10Nov 25, 2021Updated 4 years ago
- 本课题完成了对5日均线涨跌的预测，运用支持向量机与逻辑回归的机器学习方法☆10May 10, 2017Updated 8 years ago