tardis-dev / tardis-pythonLinks
Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
☆138Updated 6 months ago
Alternatives and similar repositories for tardis-python
Users that are interested in tardis-python are comparing it to the libraries listed below
Sorting:
- Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market…☆289Updated last month
- A fast L2/L3 orderbook data structure, in C, for Python☆313Updated 3 months ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆61Updated 2 years ago
- Volatility surface visualizer for cryptocurrency options.☆61Updated 3 years ago
- Vastly Improved BitMEX Market Making Algo☆237Updated 9 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- Visualization Tool for Deribit Options☆83Updated 5 years ago
- A scalable storage service for cryptocurrency data☆410Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆106Updated last year
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆151Updated 5 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆309Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 8 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆75Updated 3 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆78Updated 5 years ago
- BackTest and Run CryptoCurrency Trading Strategies☆153Updated this week
- A Python SDK for accessing and managing multiple local Binance order books with Python in a simple, fast, flexible, robust and fully feat…☆49Updated 6 months ago
- Sharing quantitative analyses on Crypto Lake data☆72Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆286Updated this week
- Sophisticated Scalper Bot for BitMEX using orders imbalance analysis☆93Updated last year
- Order Imbalance Strategy in High Frequency Trading☆141Updated 7 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆69Updated 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…☆73Updated 7 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆92Updated 8 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆33Updated 4 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆108Updated 10 years ago
- ☆46Updated 3 years ago
- High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …☆120Updated last year
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆177Updated 6 years ago
- Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.☆106Updated 6 years ago