Alternatives and similar repositories for orderbook_simulator:

Users that are interested in orderbook_simulator are comparing it to the libraries listed below

• alexbotsula / Price_direction_forecast
  ☆42Updated 5 years ago
• choffstein / cryptomancer
  ☆30Updated 3 years ago
• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆162Updated 3 weeks ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆137Updated 2 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆221Updated 6 years ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆223Updated 9 months ago
• kmanley / orderbook
  A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…
  ☆72Updated 4 years ago
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆264Updated 3 months ago
• 0xDub / figgie-auto
  An algorithmic sandbox for Jane Street's game, "Figgie"
  ☆76Updated 8 months ago
• tardis-dev / tardis-python
  Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
  ☆120Updated 2 months ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆110Updated 11 years ago
• crypto-crawler / carbonbot
  A command line tool based on the crypto-crawler library.
  ☆71Updated last year
• robertmartin8 / CryptoGraphArb
  Using graph algorithms to find arbitrage opportunities
  ☆179Updated 5 years ago
• hello2all / gamma-ray
  High frequency trading bot for crypto currencies
  ☆380Updated 3 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆93Updated 4 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆116Updated last year
• Is0tope / 3D_order_book
  Example 3D order book visualiser for crypto markets.
  ☆79Updated last year
• thelilypad / systematic-trader
  ☆152Updated 2 years ago
• theopenstreet / VPIN_HFT
  ☆108Updated 7 years ago
• tibkiss / huba-v1
  Pairs Trading using Statistical Arbitrage
  ☆159Updated 2 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆102Updated 9 months ago
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆170Updated 6 months ago
• ninja-quant / ninjabook
  A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python
  ☆161Updated 3 months ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆76Updated last year
• dwasse / vol-surface-visualizer
  Volatility surface visualizer for cryptocurrency options.
  ☆52Updated 2 years ago
• joshuapjacob / crypto-volatility-surface
  A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.
  ☆52Updated 2 weeks ago
• robertmartin8 / BinancePremiums
  Dashboard to track crypto spot-futures premiums
  ☆53Updated 2 years ago
• adamkhakhar / lp-delta-hedge
  ☆60Updated 2 years ago
• alexanderpei / DeepEarnings
  ☆74Updated 4 years ago
• jshellen / HFT
  High Frequency Market Making
  ☆496Updated last year