leionion/orderbook-imbalance-indicator-hft — 25 Stars | GitRepoTrend

orderbook-imbalance-indicator-hft

Python

A high-frequency tool that monitors the "Bid-Ask" spread and order book depth to predict the next 10-second price move.

Last updated Jul 9, 2026

25

Stars

4

Forks

0

Issues

+1

Stars/day

Attention Score

60

View on GitHub ↗ Open in github.dev

Topics

#algorithmic-trading #bid-ask-spread #crypto-trading #hft #high-frequency-trading #low-latency #market-microstructure #order-book #order-flow #orderbook #orderbook-imbalance #python #quantitative-finance #trading-indicator #websocket

Language breakdown

Python 100.0%

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README

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