Collect BinanceFutures's trade and orderbook(depth) feeds.
☆108Jul 26, 2024Updated last year
Alternatives and similar repositories for collect-binancefutures
Users that are interested in collect-binancefutures are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆3,861Dec 23, 2025Updated 3 months ago
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 3 years ago
- Repo for HFT project in CMF☆28Jan 4, 2023Updated 3 years ago
- a cpp framework for crypto currentcy tick data backtesting☆18Jun 4, 2021Updated 4 years ago
- Binance Futures Sample Trading Bot☆55Mar 24, 2024Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Asynchronous driven quantitative trading framework.☆15May 14, 2023Updated 2 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆314Dec 4, 2023Updated 2 years ago
- Trading with ML on binance microstructure market data☆15Dec 29, 2023Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144May 6, 2023Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- ☆29Aug 7, 2022Updated 3 years ago
- The Interactive Frontend Built for Aioquant.☆13May 11, 2022Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆64Jul 1, 2021Updated 4 years ago
- High-frequency statistical arbitrage☆252Jul 30, 2023Updated 2 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- ☆61Apr 10, 2021Updated 4 years ago
- ☆36Aug 29, 2022Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Jan 3, 2021Updated 5 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- high-frequency grid trading strategy backtesting for binance futures☆25Oct 13, 2022Updated 3 years ago
- 事件驱动的量化交易/做市框架。☆85May 30, 2019Updated 6 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- High Frequency Market Making☆618Sep 24, 2023Updated 2 years ago
- Python Recorder for BitMEX Ticker Data☆11Jul 11, 2019Updated 6 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆256Apr 12, 2022Updated 3 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆150Dec 28, 2019Updated 6 years ago
- ☆128Dec 12, 2017Updated 8 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆658Jul 6, 2023Updated 2 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Jul 29, 2020Updated 5 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆947Jan 12, 2022Updated 4 years ago
- Sharing quantitative analyses on Crypto Lake data☆73Sep 2, 2024Updated last year
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆33Dec 14, 2025Updated 3 months ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Apr 5, 2021Updated 4 years ago
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 3 years ago
- Personal Project that implements a variety of HFT strategies in C++☆75Apr 29, 2021Updated 4 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Sep 4, 2023Updated 2 years ago
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆1,105Mar 21, 2026Updated last week
- 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