schepal / deribit_orderbook_searcherLinks
A handy tool to quickly analyze the orderbook depth for all Deribit listed options.
☆19Updated 2 years ago
Alternatives and similar repositories for deribit_orderbook_searcher
Users that are interested in deribit_orderbook_searcher are comparing it to the libraries listed below
Sorting:
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆66Updated 5 years ago
- ☆35Updated last year
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Updated 5 years ago
- ☆66Updated 2 years ago
- Dashboard to track crypto spot-futures premiums☆54Updated 3 years ago
- ☆21Updated 2 years ago
- ☆44Updated 3 years ago
- ☆16Updated 3 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 3 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆20Updated 4 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated 11 months ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆24Updated 5 years ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Updated 3 years ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆15Updated 4 years ago
- Strategy framework for active liquidity management on Uniswap v3☆10Updated 3 years ago
- A Practical Guide to a Simple Data Stack.☆41Updated last year
- ☆64Updated 5 months ago
- The visualize_crypto_options repository provides a Python script for visualizing cryptocurrency (BTC, ETH, SOL, USDC) options traded on t…☆14Updated 2 years ago
- Limit Order book and matching engine in Rust.☆53Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Orderflow trading bot based on BSI☆19Updated last year
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆30Updated 4 years ago
- ☆33Updated 4 years ago
- A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.☆37Updated 3 years ago
- Sharing quantitative analyses on Crypto Lake data☆67Updated last year
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Updated 8 months ago
- The deribit_historical_trades repository gathers cryptocurrency (BTC, ETH, SOL, USDC) derivatives traded on the cryptocurrency derivative…☆19Updated 2 years ago
- ☆36Updated 4 years ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆23Updated 6 years ago
- ☆19Updated 3 years ago