supervik / crypto-exchanges-latencies-testLinks
data and hummingbot script testing crypto CEX latencies
☆14Updated 2 years ago
Alternatives and similar repositories for crypto-exchanges-latencies-test
Users that are interested in crypto-exchanges-latencies-test are comparing it to the libraries listed below
Sorting:
- Hackathon Winner for the Scaling Web3 Hackathon. Funding rate arbitrage for future perpetuals. Farm fund rates from different DEX's dep…☆74Updated last year
- This project is designed for analyzing funding rates and identifying potential Perpetual-Perpetual and Perpetual-Spot arbitrage opportuni…☆26Updated last year
- copy_to_huangtao☆11Updated 2 years ago
- Binance cash-and-carry arbitrage bot☆78Updated 2 years ago
- Arbitrage Strategies Toolbox☆11Updated 3 months ago
- Repository for market making ideas☆43Updated last year
- Market Making in Python☆19Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆105Updated last year
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 4 years ago
- Delta-neutral funding rate arbitrage searcher☆158Updated 4 months ago
- 基于 TheNextQuant 的量化交易框架☆21Updated 3 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆57Updated last month
- Sharing quantitative analyses on Crypto Lake data☆70Updated last year
- Implementation of HFT backtesting simulator and Stoikov strategy☆138Updated 2 years ago
- Quantized transaction strategy open source☆40Updated 5 years ago
- ☆20Updated 5 years ago
- Asynchronous driven quantitative trading framework.☆15Updated 2 years ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆78Updated 3 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆55Updated 5 years ago
- Funding rate arbitrage on cryptocurrency.☆281Updated 2 years ago
- 非平衡订单流高频交易模型☆113Updated 7 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Updated 5 years ago
- The Interactive Frontend Built for Aioquant.☆13Updated 3 years ago
- An async program for futures-spot arbitrage on OKEx using V5 API.☆155Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- Deep learning approach for market price prediction, in JAX☆55Updated last year
- A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COI…☆63Updated 11 months ago
- Calibrates microprice model to BitMEX quote data☆61Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago