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

• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆19Updated last year
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆104Updated last year
• ksmit323 / funding-rate-arbitrage
  Hackathon Winner for the Scaling Web3 Hackathon. Funding rate arbitrage for future perpetuals. Farm fund rates from different DEX's dep…
  ☆75Updated last year
• VK525 / aioquant
  copy_to_huangtao
  ☆11Updated 2 years ago
• RolfMetzger / binanceFuturesMarketMakerPublic
  ☆19Updated 5 years ago
• bradleyboyuyang / Binance-Arbitrage
  Binance cash-and-carry arbitrage bot
  ☆75Updated 2 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆34Updated 4 years ago
• freepai / freepai-quant
  基于 TheNextQuant 的量化交易框架
  ☆21Updated 3 years ago
• rayzhudev / Binance-Orderbook
  A python implementation of a local copy of a Binance Orderbook.
  ☆17Updated 5 years ago
• supervik / funding-rate-arbitrage-scanner
  This project is designed for analyzing funding rates and identifying potential Perpetual-Perpetual and Perpetual-Spot arbitrage opportuni…
  ☆26Updated last year
• Aziz-Zeghal / Crypto-Arbitrage-Toolbox
  Arbitrage Strategies Toolbox
  ☆11Updated 3 months ago
• jinjuo / thousandTrading
  Quantized transaction strategy open source
  ☆39Updated 5 years ago
• tpim / thenextquant
  Asynchronous driven quantitative trading framework.
  ☆15Updated 2 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆42Updated last year
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆69Updated last year
• 50shadesofgwei / funding-rate-arbitrage
  Delta-neutral funding rate arbitrage searcher
  ☆153Updated 4 months ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆60Updated 4 years ago
• nkaz001 / gridtrading
  high-frequency grid trading strategy backtesting for binance futures
  ☆24Updated 3 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆138Updated 2 years ago
• Hudie / crypto_algo_trading
  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
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆81Updated last year
• jifengthu / awesome_hft_factors
  ☆28Updated 3 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆32Updated 4 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• crypto-lake / lake-api
  Python API for accessing Lake high frequency tick trades & order book data
  ☆53Updated 3 weeks ago
• JuaanM0 / orderbook-heatmap
  ☆36Updated last year
• aoki-h-jp / binance-bulk-downloader
  A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COI…
  ☆63Updated 10 months ago
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆39Updated last year
• getjake / AIOQuant-Frontend
  The Interactive Frontend Built for Aioquant.
  ☆13Updated 3 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆32Updated 4 years ago