Alternatives and similar repositories for orderbook_simulator

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

• beatzxbt / mm-toolbox
  toolbox of fast mm-related funcs
  ☆200Updated last month
• 0xDub / figgie-auto
  An algorithmic sandbox for Jane Street's game, "Figgie"
  ☆87Updated 3 months ago
• robertmartin8 / CryptoGraphArb
  Using graph algorithms to find arbitrage opportunities
  ☆183Updated 5 years 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…
  ☆77Updated 5 years ago
• alexbotsula / Price_direction_forecast
  ☆46Updated 6 years ago
• robertmartin8 / BinancePremiums
  Dashboard to track crypto spot-futures premiums
  ☆54Updated 3 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆253Updated 7 years ago
• hello2all / gamma-ray
  High frequency trading bot for crypto currencies
  ☆401Updated 3 years ago
• 0xDub / mm-card-game
  Simple Market-Taking Card Game
  ☆22Updated last year
• choffstein / cryptomancer
  ☆31Updated 3 years ago
• schepal / deribit_data_collector
  A library that can be used to download the entire BTC and ETH option chain data on Deribit.
  ☆66Updated 5 years ago
• tradologics / AlgoTradingSummit
  Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit
  ☆127Updated 4 years ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆250Updated 3 weeks ago
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆282Updated 9 months ago
• tardis-dev / tardis-python
  Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
  ☆132Updated last month
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 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 / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆66Updated 11 months ago
• tibkiss / huba-v1
  Pairs Trading using Statistical Arbitrage
  ☆178Updated 3 years ago
• thelilypad / systematic-trader
  ☆151Updated 3 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆148Updated 2 years ago
• adamkhakhar / lp-delta-hedge
  ☆65Updated 2 years ago
• pgaref / orderbook
  OrderBook Simulator with Limit and Iceberg functionality
  ☆76Updated 6 years ago
• theopenstreet / VPIN_HFT
  ☆117Updated 7 years ago
• dwasse / vol-surface-visualizer
  Volatility surface visualizer for cryptocurrency options.
  ☆57Updated 2 years ago
• ninja-quant / ninjabook
  A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python
  ☆176Updated 9 months ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆125Updated last year
• crypto-crawler / carbonbot
  A command line tool based on the crypto-crawler library.
  ☆73Updated 2 years ago
• Is0tope / 3D_order_book
  Example 3D order book visualiser for crypto markets.
  ☆85Updated 2 years ago
• genesis-volatility / gvol-py-notebooks
  ☆35Updated last year