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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
A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, wi...
hft
binance
crypto-bot
orderbooks
algotrading
backtesting
trading-bot
market-maker
market-making
crypto-trading
binance-futures
limit-order-book
trading-simulator
backtesting-engine
trading-algorithms
algorithmic-trading
orderbook-tick-data
quantitative-trading
high-frequency-trading
backtesting-trading-strategies
Created
2022-08-25
412 commits to master branch, last one 22 hours ago
VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics ...
Created
2022-09-20
244 commits to master branch, last one 16 hours 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
Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js
Created
2019-06-13
1,000 commits to master branch, last one 4 days ago
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
Created
2022-03-14
63 commits to master branch, last one about a year 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
385 commits to master branch, last one 4 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 10 months ago
Collect BinanceFutures's trade and orderbook(depth) feeds.
Created
2022-06-08
13 commits to master branch, last one about a month ago
Sharing quantitative analyses on Crypto Lake data
Created
2022-10-26
52 commits to main branch, last one 7 months ago