Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
☆966Jan 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…☆2,330Aug 27, 2022Updated 4 years ago
- ☆147Dec 8, 2022Updated 3 years ago
- Master Thesis: Limit order placement with Reinforcement Learning☆180Jan 9, 2026Updated 7 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☆1,384Nov 13, 2024Updated last year
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Avellaneda-Stoikov HFT market making algorithm implementation☆727Jul 6, 2023Updated 3 years ago
- Trading Environment(OpenAI Gym) + DDQN (Keras-RL)☆414Dec 8, 2022Updated 3 years ago
- A cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym☆1,867Jan 22, 2022Updated 4 years ago
- An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.☆7,077Feb 19, 2026Updated 6 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.☆186Sep 28, 2019Updated 6 years ago
- Limit Order Book Implemented in Python☆102Jan 3, 2018Updated 8 years ago
- Trading Environment(OpenAI Gym) + PPO(TensorForce)☆252Dec 8, 2022Updated 3 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.
- Cryptocurrency Exchange Websocket Data Feed Handler☆2,890Updated this week
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆606Jul 15, 2021Updated 5 years ago
- Deep learning modelling of orderbooks☆104Oct 8, 2020Updated 5 years ago
- Example Order Book Imbalance Algorithm☆868Jul 25, 2023Updated 3 years ago
- ☆215Mar 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☆1,035Aug 28, 2021Updated 5 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆256Jun 29, 2023Updated 3 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆277Apr 12, 2022Updated 4 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.
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,559Dec 23, 2025Updated 8 months ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆177Jan 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☆795Jun 7, 2018Updated 8 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆323Dec 4, 2023Updated 2 years ago
- List of awesome resources for machine learning-based algorithmic trading☆2,032Aug 8, 2023Updated 3 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)☆2,387Mar 14, 2024Updated 2 years ago
- Database for L2 orderbook☆752Jan 25, 2024Updated 2 years ago
- AI Agents on 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.
- 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.☆96Mar 12, 2021Updated 5 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆607Sep 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.☆732Aug 7, 2026Updated 3 weeks ago
- An environment to high-frequency trading agents under reinforcement learning☆288Aug 29, 2017Updated 9 years ago
- A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum …☆153Updated 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