valamidev / orderbook-analysis
[NPM] Univariate analysis for Market Depth Order Book
☆14Updated 2 years ago
Alternatives and similar repositories for orderbook-analysis:
Users that are interested in orderbook-analysis are comparing it to the libraries listed below
- Visualization Tool for Deribit Options☆79Updated 4 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆21Updated 3 years ago
- Volatility surface visualizer for cryptocurrency options.☆52Updated 2 years ago
- ☆47Updated 6 years ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆59Updated 2 years ago
- Market making strategy example☆25Updated 4 years ago
- Simple Smart Order Router for crypto market☆26Updated 9 months ago
- ☆32Updated 4 years ago
- A REST API providing snapshot, tick, and aggregated market data for crypto-currencies☆77Updated last year
- Python API for accessing Lake high frequency tick trades & order book data☆40Updated this week
- Visualize an order book using Perspective and the Gemini sandbox API.☆41Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated last year
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆72Updated 2 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 6 months ago
- Christian Dior 💃🕺👗👔📈📉 - (Order Matching Engine) - match hundreds of thousands of orders per second☆32Updated 4 years ago
- stores market data from cryptofeed to kdb+☆23Updated 3 years ago
- Node.js library for building systematic trading strategies in a declarative way.☆52Updated this week
- A collection of scripts to collect crypto market sentiment data☆25Updated 4 years ago
- Bitmex market microstructure analytics☆21Updated 4 years ago
- ☆38Updated 3 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆99Updated 2 years ago
- Prototype market maker specialized to trade on CoinbasePro☆26Updated 2 years ago
- My personal collection of various trading strategy research notebooks for stock market and cryptocurrencies☆15Updated 6 years ago
- Repository for market making ideas☆39Updated 11 months ago
- Option visualiser for linear and inverse contracts☆25Updated 10 months ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- A Python module for market simulation☆23Updated 2 months ago
- Trading framework☆77Updated last year
- obAnalytics Shiny front-end☆75Updated 6 years ago