R package intended for visualisation, analysis and reconstruction of limit order book data
☆160Feb 12, 2026Updated 2 months ago
Alternatives and similar repositories for ob-analytics
Users that are interested in ob-analytics are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- obAnalytics Shiny front-end☆76Jul 17, 2018Updated 7 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14May 20, 2022Updated 3 years ago
- Bitstamp real time console based limit order book☆135May 9, 2025Updated 11 months ago
- Order Book Events ReconstructiON from empirical data☆10Feb 16, 2023Updated 3 years ago
- ☆144Dec 8, 2022Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆35Apr 9, 2015Updated 11 years ago
- Limit Order Book Implemented in Python☆98Jan 3, 2018Updated 8 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆15Aug 27, 2023Updated 2 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆178Jan 9, 2026Updated 3 months ago
- Python implementation of fast limit-order book.☆320Oct 26, 2017Updated 8 years ago
- A web-based Depth-Of-Market visualization for data of the Poloniex cryptocurrency exchange.☆78Updated this week
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Mar 13, 2024Updated 2 years ago
- R package for high frequency time series data management☆68Jan 20, 2026Updated 2 months ago
- TectonicDB client library for Elixir to read/write L2 order book data☆15Apr 10, 2023Updated 3 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Processing and performing financial calculations on HFT data☆10Dec 19, 2018Updated 7 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆69Mar 29, 2015Updated 11 years ago
- ☆17Jul 29, 2015Updated 10 years ago
- Fully functioning fast Limit Order Book written in Python☆200Jan 1, 2023Updated 3 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- A C++ generic programming library for machine learning☆12Nov 10, 2025Updated 5 months ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- simple arbitrage☆13Jul 29, 2010Updated 15 years ago
- This project is to simulate the effects of high frequency trading on a stock. This is the code for the order book as well as 'traders' wh…☆27May 30, 2013Updated 12 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.
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 years ago
- Java Agent Based Modelling toolkit☆27Aug 29, 2023Updated 2 years ago
- This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB6…☆34Feb 14, 2014Updated 12 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Dec 1, 2016Updated 9 years ago
- C++ library for reinforcement learning☆54May 5, 2023Updated 2 years ago
- Matching Engine for Limit Order Book☆407Feb 4, 2026Updated 2 months ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆500Mar 9, 2021Updated 5 years ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Sep 23, 2020Updated 5 years ago
- algo trading backtesting on BitMEX☆81Dec 4, 2023Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆946Jan 12, 2022Updated 4 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,250Aug 27, 2022Updated 3 years ago
- header only essentials of QuantLib☆25Nov 4, 2017Updated 8 years ago
- Database for L2 orderbook☆745Jan 25, 2024Updated 2 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆94Oct 30, 2017Updated 8 years ago