nkaz001 / collect-binancefuturesLinks
Collect BinanceFutures's trade and orderbook(depth) feeds.
☆104Updated last year
Alternatives and similar repositories for collect-binancefutures
Users that are interested in collect-binancefutures are comparing it to the libraries listed below
Sorting:
- algo trading backtesting on BitMEX☆79Updated last year
- Implementation of HFT backtesting simulator and Stoikov strategy☆129Updated 2 years ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated 11 months ago
- High-frequency statistical arbitrage☆206Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆147Updated 5 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆167Updated 5 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆211Updated 2 years ago
- ☆115Updated 7 years ago
- Market Making in Python☆19Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆247Updated last week
- Order Imbalance Strategy in High Frequency Trading☆136Updated 7 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆70Updated 7 years ago
- Calibrates microprice model to BitMEX quote data☆59Updated 4 years ago
- Binance cash-and-carry arbitrage bot☆73Updated 2 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆83Updated 2 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆48Updated 2 months ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆142Updated 5 years ago
- Repository for market making ideas☆42Updated last year
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆280Updated 9 months ago
- Binance Futures Sample Trading Bot☆54Updated last year
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆74Updated 5 years ago
- A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COI…☆56Updated 6 months ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆92Updated last year
- This Python package manages methods to reshape tick by tick data for order flow analysis☆103Updated 2 weeks ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆123Updated last year
- toolbox of fast mm-related funcs☆199Updated last week
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆131Updated last week
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆113Updated last year