40 results found Sort:
- Filter by Primary Language:
- Python (10)
- TypeScript (5)
- JavaScript (5)
- Jupyter Notebook (4)
- Go (4)
- Rust (4)
- C++ (3)
- C# (2)
- C (1)
- Shell (1)
- Java (1)
- +
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
quant
python
trading
orderbook
investment
market-maker
market-making
model-selection
limit-order-book
machine-learning
feature-selection
trading-strategies
algorithmic-trading
feature-engineering
orderbook-tick-data
quantitative-trading
market-microstructure
high-frequency-trading
backtesting-trading-strategies
Created
2016-07-21
158 commits to master branch, last one about a year ago
The unofficial Python client for the Coinbase Pro API
Created
2016-07-14
340 commits to master branch, last one about a year ago
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
Created
2017-07-26
154 commits to master branch, last one 2 years ago
🦄 The unofficial Python client for the Uniswap exchange.
Created
2018-12-29
340 commits to master branch, last one 8 days ago
DEPRECATED — The official Node.js library for Coinbase Pro
This repository has been archived
(exclude archived)
Created
2016-07-18
220 commits to master branch, last one 5 years ago
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
Created
2018-06-21
200 commits to arctic-streaming-ticks-full branch, last one 2 years ago
High performance components for building Trading Platform such as ultra fast matching engine, order book processor
Created
2017-07-19
574 commits to master branch, last one 2 months ago
Example Order Book Imbalance Algorithm
Created
2019-01-25
16 commits to master branch, last one 4 years ago
Database for L2 orderbook
Created
2017-10-03
530 commits to master branch, last one 4 months ago
Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.
Created
2020-12-14
1,989 commits to main branch, last one about a year ago
An Open Source Cryptocurrency Exchange
Created
2018-08-03
160 commits to master branch, last one about a year ago
Matching Engine for Limit Order Book in Golang
Created
2018-04-24
110 commits to master branch, last one 11 months ago
OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short explorat...
Created
2021-03-08
10 commits to main branch, last one 3 years ago
financial exchange written in Go, designed for algorithmic trading tests
Created
2018-08-24
94 commits to master branch, last one about a month ago
A very light matching engine in Python.
Created
2017-02-07
46 commits to develop branch, last one 3 years ago
Exchange Starter Kit to run your own Digital Asset Trading Exchange Platform
Created
2019-09-07
11,788 commits to master branch, last one 16 days ago
Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js
Created
2019-06-13
988 commits to master branch, last one 18 days ago
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
trading
orderbook
bitmex-bot
algotrading
binance-bot
trading-bot
algo-trading
binance-futures
bitcoin-trading
algorithm-trading
trading-algorithms
trading-strategies
binance-trading-bot
bitcoin-trading-bot
orderbook-imbalance
algotrading-resources
cryptocurrency-trading
algo-trading-strategies
algorithmic-trading-backtests
cryptocurrency-trading-strategies
Created
2021-03-17
36 commits to master branch, last one 5 months ago
:book: An Order Book app built with React/Typescript and powered by WebSockets.
Created
2021-08-25
84 commits to main branch, last one 2 years ago
A fast L2/L3 orderbook data structure, in C, for Python
Created
2020-11-25
196 commits to main branch, last one about a month ago
Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market data via HTTP and WebSocket APIs
Created
2019-06-13
376 commits to master branch, last one 24 days ago
Real-time Coinbase Exchange (GDAX) order book + basic market maker bot
Created
2015-10-13
103 commits to master branch, last one 3 years ago
Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
Created
2019-12-02
34 commits to master branch, last one 5 months ago
Example code in Nodejs that demonstrate how to subscribe to Binance Websocket server.
Created
2020-06-29
51 commits to master branch, last one 5 months ago
simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders
Created
2019-01-27
109 commits to master branch, last one 9 months ago
Simple utility classes to handle orderbook snapshot & delta events in node.js, with examples for Bybit & Binance.
Created
2020-07-15
54 commits to master branch, last one 4 months ago
Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) :rocket::rocket:
Created
2022-07-26
737 commits to main branch, last one 11 days ago
Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
Created
2019-08-14
51 commits to master branch, last one 9 months ago
A fast in-memory limit order book (LOB).
Created
2020-09-20
69 commits to master branch, last one about a year ago
Application of machine learning to the Coinbase (GDAX) orderbook
Created
2018-04-14
161 commits to master branch, last one 5 years ago