#Limit-order-book
Showing 21 of 21 repositories tagged #limit-order-book, ranked by stars
Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and execution quality, then use its modular plugins to shape the analysis to your workflow.
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT) :rocket::rocket:
Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
R package intended for visualisation, analysis and reconstruction of limit order book data
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
Bitstamp real time console based limit order book
DeepMarket is a framework for performing Limit Order Book simulation with Deep Learning. This is also the official repository for the paper 'TRADES: Generating Realistic Market Simulations with Diffusion Models'.
Building a fast matching engine in Rust for efficient processing of an ITCH order book.
Deep learning approach for market price prediction, in JAX
Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
L3 Order Book and Matching Engine Implementaion in Java
DeepLOB Implementation on Bitcoin Perpetual Data
Centralised Limit Order Book (CLOB) in Rust
A Python module for market simulation
Rust Market Simulation Library with a Python API
是一个交易回测框架，仿真现实中整个交易系统，整个框架由：交易所(OMS), 券商(Broker), 交易者(Trader)三部分组成.