numberjuani / binance_nshft
Trading with ML on binance microstructure market data
☆12Updated 10 months ago
Related projects ⓘ
Alternatives and complementary repositories for binance_nshft
- Lightweight algo trading framework☆29Updated last year
- Backtesting engine written in Rust☆64Updated this week
- Leveraged Futures Exchange for Simulated Trading☆59Updated this week
- NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs☆102Updated 4 months ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆67Updated 2 years ago
- A Practical Guide to a Simple Data Stack.☆35Updated 2 months ago
- Cross-platform desktop app visualizing basic orderflow in crypto markets☆29Updated 2 months ago
- Deep learning approach for market price prediction, in JAX☆29Updated 6 months ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆67Updated 2 years ago
- Limit Order book and matching engine in Rust.☆45Updated 2 years ago
- Hexital - Incremental Technical Analysis Library☆14Updated this week
- Aggregate trade data into user-defined candles using information driven rules☆76Updated 3 weeks ago
- Asynchronous driven quantitative trading framework.☆13Updated last year
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆33Updated 3 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆52Updated last year
- A command line tool based on the crypto-crawler library.☆70Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆68Updated 6 years ago
- Examples of nautilus script☆21Updated 3 months ago
- Experimental cryptocurrency trading bot using Machine Learning and Rust☆27Updated last year
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆157Updated last week
- event-driven trading and backtesting engine☆18Updated this week
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- Literature survey of order execution strategies implemented in python☆38Updated 4 years ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆30Updated last year
- a cpp framework for crypto currentcy tick data backtesting☆16Updated 3 years ago
- TradingView data source library for Algorithmic Trading written in Rust☆31Updated last week
- Transpilation of the popular ccxt library into Rust☆37Updated last year
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 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…☆67Updated 6 years ago