13 results found Sort:
- Filter by Primary Language:
- Python (4)
- Jupyter Notebook (3)
- Rust (2)
- TypeScript (2)
- C# (1)
- JavaScript (1)
- +
A high frequency trading and market making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and orde...
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
826 commits to master branch, last one 10 days ago
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 2 years 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
306 commits to master branch, last one 2 days 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 4 years 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 2 years ago
Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js
Created
2019-06-13
1,050 commits to master branch, last one 21 days 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
422 commits to master branch, last one 21 days ago
Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
Created
2019-08-14
60 commits to master branch, last one 3 months ago
Collect BinanceFutures's trade and orderbook(depth) feeds.
Created
2022-06-08
14 commits to master branch, last one 7 months ago
Sharing quantitative analyses on Crypto Lake data
Created
2022-10-26
53 commits to main branch, last one 6 months ago
A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COIN-M, options) and all data frequencies.
Created
2023-08-07
97 commits to main branch, last one 2 months ago
Cross-platform desktop app visualizing basic orderflow in crypto markets
Created
2024-04-03
208 commits to main branch, last one 19 hours ago
Python API for accessing Lake high frequency tick trades & order book data
Created
2022-10-08
104 commits to main branch, last one 3 months ago