Fast, Multi threaded and Efficient Trade Matching Engine
☆27Aug 12, 2021Updated 4 years ago
Alternatives and similar repositories for limit-order-book
Users that are interested in limit-order-book are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Apply different deep learning models to limit order book.☆12Mar 6, 2018Updated 8 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Use machine learning to trade bitcoin.☆10Jun 10, 2021Updated 4 years ago
- 400k orders per second at a 2.5 μs (avg.) latency order matching engine in python☆68Oct 26, 2024Updated last year
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Limit Orderbook & Matching Engine + market simulation & visualsation.☆14Oct 11, 2025Updated 5 months ago
- Channel break out strategy for High Frequency Trading.☆15Jun 26, 2018Updated 7 years ago
- A c++ matching engine with limit order book☆37May 7, 2015Updated 10 years ago
- A bonding curve factory for simple and easy dynamic bonding curve creation.☆10Jan 24, 2023Updated 3 years ago
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 2 years ago
- ☆11May 10, 2018Updated 7 years ago
- Create a mid-price classifier for limit order books using a CNN and LSTM☆15Apr 24, 2020Updated 5 years ago
- [3rd Place Matic NFT] Web3 + DIY Hardware NFT Art Display using the Matic Network☆13Jan 14, 2023Updated 3 years ago
- Limit Order Book Implemented in Python☆98Jan 3, 2018Updated 8 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- A Trading bot framework which uses a combination 1d KVO/Signal and VWAP strategies to place orders on Bitmex. Advanced strategies includi…☆20Jun 19, 2018Updated 7 years ago
- ☆14Feb 1, 2023Updated 3 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 8 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- Matching Engine for Limit Order Book☆408Feb 4, 2026Updated last month
- Low latency high throughput GDAX orderbook analysis engine and trading bot☆13Mar 24, 2018Updated 8 years ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆117May 20, 2024Updated last year
- Prototype market maker specialized to trade on CoinbasePro☆24Jan 19, 2023Updated 3 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆10Jan 2, 2016Updated 10 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future pr…☆12Sep 1, 2021Updated 4 years ago
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆34Jul 31, 2023Updated 2 years ago
- Time Series analysis with Python and ARIMA model to forecast Bitcoin price☆24Sep 5, 2018Updated 7 years ago
- Solutions for the exercise problems of Steven E. Shreve's Stochastic Calculus for Finance☆37Sep 2, 2019Updated 6 years ago
- Economic indicators using Python and APIs☆16May 11, 2023Updated 2 years ago
- Experiments creating an OpenBB agent using OpenAI function calling☆11Oct 18, 2023Updated 2 years ago
- hey, pst, trade on qTrade☆13Dec 25, 2019Updated 6 years ago
- AMM Volume Bot: An intelligent, customizable bot for creating consistent trading volume on decentralized exchanges. Features Gaussian dis…☆14Jul 27, 2024Updated last year
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆35Apr 9, 2015Updated 10 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- CAPSTONE Project for Msc Financial Engineering☆12Mar 11, 2019Updated 7 years ago
- An interactive jupyter notebook to help you screen your stocks☆10Apr 21, 2018Updated 7 years ago
- System for using ARIMAX models to trade options on the S&P 500.☆17Oct 2, 2023Updated 2 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16May 2, 2019Updated 6 years ago
- Walk through of Michael Halls-Moore's "Success Algorithmic Trading" Ebook☆18Jul 20, 2022Updated 3 years ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 3 years ago
- ☆17Nov 20, 2024Updated last year