tardis-dev / tardis-python
Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
☆121Updated 3 months ago
Alternatives and similar repositories for tardis-python:
Users that are interested in tardis-python are comparing it to the libraries listed below
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆266Updated 3 weeks ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆59Updated 2 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆268Updated 4 months ago
- algo trading backtesting on BitMEX☆76Updated last year
- Volatility surface visualizer for cryptocurrency options.☆52Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆137Updated 4 years ago
- Visualization Tool for Deribit Options☆79Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆102Updated 7 months ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆98Updated 2 years ago
- Vastly Improved BitMEX Market Making Algo☆237Updated 8 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- A scalable storage service for cryptocurrency data☆398Updated 11 months ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆89Updated 7 years ago
- A Python SDK by LUCIT for accessing and managing multiple local Binance order books with Python in a simple, fast, flexible, robust and f…☆44Updated 4 months ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆106Updated 9 years ago
- A REST API providing snapshot, tick, and aggregated market data for crypto-currencies☆77Updated last year
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆153Updated 5 years ago
- Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.☆101Updated 5 years ago
- Event-driven backtest/realtime quantitative trading system.☆74Updated 3 years ago
- Using graph algorithms to find arbitrage opportunities☆179Updated 5 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆68Updated 6 years ago
- High-frequency trading in a limit order book☆58Updated 5 years ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆85Updated 7 months ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆74Updated 4 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 6 months ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆139Updated 5 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆293Updated last year
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆61Updated 4 years ago