Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
☆965Jan 12, 2022Updated 4 years ago
Alternatives and similar repositories for crypto-rl
Users that are interested in crypto-rl are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,305Aug 27, 2022Updated 3 years ago
- ☆146Dec 8, 2022Updated 3 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆179Jan 9, 2026Updated 6 months ago
- Market Making via Reinforcement Learning☆347Nov 4, 2019Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,380Nov 13, 2024Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Avellaneda-Stoikov HFT market making algorithm implementation☆710Jul 6, 2023Updated 3 years ago
- A cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym☆1,859Jan 22, 2022Updated 4 years ago
- Trading Environment(OpenAI Gym) + DDQN (Keras-RL)☆415Dec 8, 2022Updated 3 years ago
- An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.☆6,580Feb 19, 2026Updated 5 months ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆153Dec 28, 2019Updated 6 years ago
- Limit Order Book data analysis and modeling using LSTM network☆137Mar 27, 2019Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆188Sep 28, 2019Updated 6 years ago
- Limit Order Book Implemented in Python☆103Jan 3, 2018Updated 8 years ago
- Trading Environment(OpenAI Gym) + PPO(TensorForce)☆253Dec 8, 2022Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Cryptocurrency Exchange Websocket Data Feed Handler☆2,873Feb 1, 2026Updated 5 months ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆603Jul 15, 2021Updated 5 years ago
- Deep learning modelling of orderbooks☆102Oct 8, 2020Updated 5 years ago
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,283Dec 23, 2025Updated 6 months ago
- Example Order Book Imbalance Algorithm☆866Jul 25, 2023Updated 2 years ago
- ☆216Mar 29, 2023Updated 3 years ago
- High-frequency trading in a limit order book☆60Apr 15, 2019Updated 7 years ago
- Scalable, event-driven, deep-learning-friendly backtesting library☆1,032Aug 28, 2021Updated 4 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆274Apr 12, 2022Updated 4 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆254Jun 29, 2023Updated 3 years ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆176Jan 8, 2024Updated 2 years ago
- Deep learning for limit order book trading and mid-price movement☆54Oct 20, 2020Updated 5 years ago
- Deep Reinforcement Learning based Trading Agent for Bitcoin☆794Jun 7, 2018Updated 8 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆321Dec 4, 2023Updated 2 years ago
- List of awesome resources for machine learning-based algorithmic trading☆2,012Aug 8, 2023Updated 2 years ago
- PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Managemen…☆1,849Oct 9, 2021Updated 4 years ago
- The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)☆2,376Mar 14, 2024Updated 2 years ago
- Database for L2 orderbook☆751Jan 25, 2024Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Robust Market Making via Adversarial Reinforcement Learning☆56Apr 24, 2020Updated 6 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆95Mar 12, 2021Updated 5 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆597Sep 20, 2022Updated 3 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆727Jun 24, 2026Updated 3 weeks ago
- An environment to high-frequency trading agents under reinforcement learning☆289Aug 29, 2017Updated 8 years ago
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆154Updated this week
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆510Mar 9, 2021Updated 5 years ago