pfei-sa / binance-LOBLinks
Build your own historical Limit Order Book dataset
☆43Updated 4 years ago
Alternatives and similar repositories for binance-LOB
Users that are interested in binance-LOB are comparing it to the libraries listed below
Sorting:
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- ☆117Updated 7 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…☆71Updated 7 years ago
- Calibrates microprice model to BitMEX quote data☆58Updated 4 years ago
- ☆52Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆114Updated 11 years ago
- ☆36Updated 4 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆92Updated last year
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆93Updated 4 years ago
- Repo for HFT project in CMF☆30Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆131Updated 2 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- High-frequency trading in a limit order book☆60Updated 6 years ago
- Order Imbalance Strategy in High Frequency Trading☆138Updated 7 years ago
- a cpp framework for crypto currentcy tick data backtesting☆17Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Deep learning modelling of orderbooks☆97Updated 4 years ago
- Repository for market making ideas☆43Updated last year
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- ☆140Updated 2 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆171Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- Deep learning approach for market price prediction, in JAX☆46Updated last year
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago