tardis-dev / tardis-pythonLinks
Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
☆132Updated last month
Alternatives and similar repositories for tardis-python
Users that are interested in tardis-python are comparing it to the libraries listed below
Sorting:
- A fast L2/L3 orderbook data structure, in C, for Python☆284Updated 10 months ago
- Vastly Improved BitMEX Market Making Algo☆241Updated 8 years ago
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆283Updated last month
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆60Updated 2 years ago
- Volatility surface visualizer for cryptocurrency options.☆57Updated 2 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆103Updated last year
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆150Updated 5 years ago
- A scalable storage service for cryptocurrency data☆408Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆299Updated last year
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆66Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 3 years ago
- BackTest and Run CryptoCurrency Trading Strategies☆154Updated last week
- Application of machine learning to the Coinbase (GDAX) orderbook☆100Updated 2 years ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated last year
- Order Imbalance Strategy in High Frequency Trading☆139Updated 7 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆253Updated last month
- Sophisticated Scalper Bot for BitMEX using orders imbalance analysis☆94Updated last year
- A Python SDK for accessing and managing multiple local Binance order books with Python in a simple, fast, flexible, robust and fully feat…☆47Updated 2 months ago
- High-frequency statistical arbitrage☆216Updated 2 years ago
- Fully functioning fast Limit Order Book written in Python☆195Updated 2 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆114Updated last year
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆92Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆95Updated 4 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…☆71Updated 7 years ago
- ☆33Updated 4 years ago