thelilypad / orderbook_simulatorLinks
A simple, extensible implementation of the limit order book.
☆135Updated 4 years ago
Alternatives and similar repositories for orderbook_simulator
Users that are interested in orderbook_simulator are comparing it to the libraries listed below
Sorting:
- ☆45Updated 5 years ago
- ☆30Updated 3 years ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- toolbox of fast mm-related funcs☆187Updated 2 months ago
- To classify trades into buyer- and seller-initiated.☆144Updated 2 years ago
- Volatility surface visualizer for cryptocurrency options.☆55Updated 2 years ago
- ☆116Updated 2 years ago
- An algorithmic sandbox for Jane Street's game, "Figgie"☆83Updated 2 weeks ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆116Updated last year
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆76Updated 5 years ago
- A collection of homeworks of market microstructure models.☆241Updated 7 years ago
- A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.☆61Updated 2 weeks ago
- ☆113Updated 7 years ago
- Using graph algorithms to find arbitrage opportunities☆182Updated 5 years ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆128Updated 6 months ago
- ☆36Updated last year
- A collection of helpful trading scripts I've hacked together☆40Updated 2 years ago
- High frequency trading bot for crypto currencies☆392Updated 3 years ago
- Example 3D order book visualiser for crypto markets.☆85Updated 2 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- Quantamental finance research with python☆148Updated 3 years ago
- A command line tool based on the crypto-crawler library.☆72Updated 2 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- ☆61Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆74Updated 7 years ago
- ☆48Updated 7 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆276Updated 6 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago