xzmeng / binance-historyLinks
Fetch klines and trades data from binance.
☆23Updated 2 years ago
Alternatives and similar repositories for binance-history
Users that are interested in binance-history are comparing it to the libraries listed below
Sorting:
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- Backtest and run stock trading CFD strategies tick by tick☆14Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆61Updated 2 years ago
- High Frequency Trading Strategies☆49Updated 7 years ago
- Repository for market making ideas☆42Updated last year
- Tool to identify option arbitrage opportunities across different expiries.☆18Updated 9 months ago
- Repo for HFT project in CMF☆29Updated 2 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- 非平衡订单流高频交易模型☆111Updated 6 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆77Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆129Updated 2 years ago
- Python package for simulating Intra-day orderflow in a limit order book. Uses PyLOB (https://github.com/ab24v07/PyLOB)☆18Updated 12 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- ☆49Updated 8 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆108Updated last year
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆33Updated 5 months ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Market Making in Python☆19Updated last year
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆70Updated 7 years ago
- Binance cash-and-carry arbitrage bot☆73Updated 2 years ago
- OpenAI Gym Environment for Low-Latency Trading☆18Updated 7 years ago
- Calibrates microprice model to BitMEX quote data☆59Updated 4 years ago
- 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
- ☆36Updated 4 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆147Updated 5 years ago