Alternatives and similar repositories for orderbook-crypto-scraper:

Users that are interested in orderbook-crypto-scraper are comparing it to the libraries listed below

• fraserjohnstone / pairs-trading-backtest-system
  Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies
  ☆22Updated 4 years ago
• Hudie / crypto_algo_trading
  This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…
  ☆47Updated 4 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆12Updated 4 years ago
• nkaz001 / sample-market-maker
  Sample BitMEX Market Making Bot
  ☆27Updated 3 years ago
• nkaz001 / data-tardis
  Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.
  ☆20Updated 3 years ago
• 5ymph0en1x / SAAT
  Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API
  ☆19Updated 5 years ago
• Git053 / Limit-Orderbook
  Limit Order Book for high-frequency trading (HFT) strategies using data science approaches
  ☆21Updated 3 years ago
• evermarkets / market-maker-bot
  Market making strategy example
  ☆25Updated 3 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆70Updated 6 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆35Updated 4 years ago
• lamres / TrendBreakerPL_PSO_backtrader
  Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.
  ☆19Updated 4 years ago
• ksemianov / TradingGym
  OpenAI Gym Environment for Low-Latency Trading
  ☆18Updated 6 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆30Updated 3 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆16Updated 2 years ago
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆26Updated 8 years ago
• tspooner / rmm.arl
  Robust Market Making via Adversarial Reinforcement Learning
  ☆49Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated last year
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆38Updated 6 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆27Updated 3 years ago
• globophobe / asyncio-quant-tick
  🔌 Aggregate candlesticks from high frequency tick data from WebSockets
  ☆26Updated 10 months ago
• tiagomonteirocardoso / Deep-Reinforcement-Learning-in-MultiDimensional-Pairs-Trading
  A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed
  ☆21Updated 6 years ago
• ZQPlantSoftware / quantiative-trading
  🏦 Collect quant trade strategy and deep learning trading implementation
  ☆12Updated 6 years ago
• kurupjayesh / Statistical-Arbitrage-using-Pairs-Trading
  ☆46Updated 7 years ago
• SpiralDevelopment / crypto-hft-data
  Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.
  ☆65Updated 4 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆47Updated 6 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆15Updated 3 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆19Updated 5 years ago
• zzzzlzzzz / MarketMaker
  Simple market maker bot (grid order)
  ☆42Updated 5 years ago