9 results found Sort:

questdb
questdb questdb
1.2k
15.1k
apache-2.0
134
QuestDB is a high performance, open-source, time-series database
cpp sql java olap simd tsdb grafana questdb database tick-data postgresql low-latency market-data sensor-data time-series capital-markets financial-analysis real-time-analytics time-series-database
Created 2014-04-28
5,216 commits to master branch, last one 22 hours ago
sadighian
crypto-rl sadighian
237
892
unknown
54
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
dqn hft arctic bitcoin mongodb trading bitfinex coinbase recorder orderbook tick-data tickstore order-book coinbase-pro multithreading multiprocessing cryptocurrencies limit-order-book trading-algorithms deep-reinforcement-learning
Created 2018-06-21
200 commits to arctic-streaming-ticks-full branch, last one 3 years ago
roq-trading
roq-api roq-trading
113
478
mit
41
C++ interfaces used to communicate with Roq's market gateways.
api hft oms cpp23 arbitrage tick-data simulation low-latency back-testing market-maker order-routing crypto-markets trading-strategy financial-markets market-data-feeds trading-strategies centralized-exchanges order-management-system
Created 2018-03-05
1,898 commits to master branch, last one 20 days ago
Leo4815162342
dukascopy-node Leo4815162342
76
460
mit
10
✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨
cli etf ohlc forex stock crypto nodejs bitcoin trading dukascopy tick-data forex-data metatrader stock-data backtesting market-data stock-prices exchange-rates historical-data candlestick-chart
Created 2019-06-08
617 commits to master branch, last one about a month ago
sambacha
dune-snippets sambacha
21
148
mit
9
dune snippets is a collection of sql queries for duneanalytics.com / Google BigQuery
eth sql defi dune crypto bigquery ethereum orderbok solidity analytics tick-data
Created 2020-04-26
85 commits to master branch, last one 2 years ago
databento
dbn databento
14
100
apache-2.0
11
Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
rust zstd storage encoding databento tick-data zero-copy low-latency market-data serialization binary-encoding
Created 2022-08-30
614 commits to main branch, last one 3 days ago
databento
databento-rs databento
3
55
apache-2.0
8
The official Rust client library for Databento
tcp http async databento real-time tick-data market-data historical-data
Created 2023-06-13
184 commits to main branch, last one 3 days ago
crypto-lake
lake-api crypto-lake
7
43
apache-2.0
5
Python API for accessing Lake high frequency tick trades & order book data
quant dataset orderbook tick-data backtesting market-data crypto-python data-provider cryptocurrency orderbook-data cryptocurrency-api trading-strategies market-data-service orderbook-snapshots orderbook-tick-data quantitative-finance quantitative-trading crypto-trading-strategies
Created 2022-10-08
106 commits to main branch, last one 29 days ago
databento
databento-cpp databento
13
41
apache-2.0
6
The official C++ client library for Databento
tcp http databento real-time tick-data low-latency market-data binary-encoding historical-data
Created 2022-09-21
383 commits to main branch, last one 3 days ago