valamidev / orderbook-analysisLinks
[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
Sorting:
- ☆33Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- Simple utility classes to handle orderbook snapshot & delta events in node.js, with examples for Bybit & Binance.☆150Updated last month
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆60Updated 2 years ago
- ☆48Updated 5 years ago
- Volatility surface visualizer for cryptocurrency options.☆56Updated 2 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆59Updated 8 months ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated 2 years ago
- Trading Server for advanced orders, HFT, AI trading via the CryptoControl Terminal☆67Updated 2 years ago
- Cryptocurrency Exchange and Sentiment data fetcher and syncronizer.☆70Updated 4 years ago
- Christian Dior 💃🕺👗👔📈📉 - (Order Matching Engine) - match hundreds of thousands of orders per second☆32Updated 4 years ago
- A DASCIENT, LLC proprietary project & fully autonomous application of robust technical indicators against publicly traded market data & …☆25Updated 4 months ago
- Market making strategy example☆26Updated 4 years ago
- A cryptocurrency trading bot.☆56Updated 6 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆21Updated 4 years ago
- stores market data from cryptofeed to kdb+☆23Updated 4 years ago
- Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT)☆172Updated this week
- Sharing quantitative analyses on Crypto Lake data☆66Updated 10 months ago
- Simple Smart Order Router for crypto market☆26Updated last year
- Repository for market making ideas☆41Updated last year
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆31Updated 4 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆84Updated last month
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆52Updated 4 years ago
- A python library for testing and optimizing trading strategies.☆51Updated 10 months ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆73Updated 4 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆47Updated 2 months ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- Application of machine learning to the Coinbase (GDAX) orderbook☆99Updated 2 years ago