#Orderbook
Showing 59 of 59 repositories tagged #orderbook, ranked by stars
Open source software that helps you create and deploy high-frequency crypto trading bots
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.
The unofficial Python client for the Coinbase Pro API
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
High performance components for building Trading Platform such as ultra fast matching engine, order book processor
๐ฆ The unofficial Python client for the Uniswap exchange.
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
DEPRECATED โ The official Node.js library for Coinbase Pro
Example Order Book Imbalance Algorithm
Free self-hosted liquidity bot for token issuers who want to improve CEX market quality without sending tokens, funds, or API keys to a third-party market maker.
Database for L2 orderbook
Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.
Matching Engine for Limit Order Book in Golang
financial exchange written in Go, designed for algorithmic trading tests
A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading systems, with a focus on concurrent access patterns and lock-free data structures.
A very light matching engine in Python.
Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
A fast L2/L3 orderbook data structure, in C, for Python
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
Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and real time data integration from Binance
Orderbook PoC for the demo day at the Solana Colosseum Accelerator (This is not the Urani Protocol).
Real-time Coinbase Exchange (GDAX) order book + basic market maker bot
Official proof decentralized exchange matching engine
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.
simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders
Simple utility classes to handle orderbook snapshot & delta events in node.js, with examples for Bybit & Binance.
The Spot CLOB on Solana
Trading signals and cryptocurrency trading tool for Binance Futures
OrderBook Simulator with Limit and Iceberg functionality
A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream
The fastest order book implementation for the BitMEX WebSocket API.
Python API for accessing Lake high frequency tick trades & order book data
Sharing quantitative analyses on Crypto Lake data
:chart_with_upwards_trend: A .NET/C# implementation of the Coinbase Pro API.
Library for algorithmic trading
Building a fast matching engine in Rust for efficient processing of an ITCH order book.
Bitcoin and Ethereum price API integration examples in csharp, java, nodejs, golang, python, php and ruby
Deep learning approach for market price prediction, in JAX
Solana perpetual dex trading smart contract (axiom.trade fork smart contract) - orderbook, axiomtrade clone - margin trading, high leverage
Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.
Telegram Bot for over-the-counter trading
A high-frequency tool that monitors the "Bid-Ask" spread and order book depth to predict the next 10-second price move.
A high-performance Rust library for options market making infrastructure, providing a complete Option Chain Order Book system built on top of OrderBook-rs, PriceLevel, and OptionStratLib.
Centralised Limit Order Book (CLOB) in Rust
High-performance C++23 SDK for Polymarket โ Gamma, CLOB, Data, WebSocket, RTDS, RFQ. 3x faster than Rust SDK.
My implementation of "Build a Fintech Platform in Rust"
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Uonfficial wrapper for financial data api from the Scandinavian broker Nordnet
Real-time crypto order book heatmap with quant metrics. Multi-exchange: Binance, OKX, Bybit. Index ฮฑ, CVD, Delta visualization.
Community built order book dex on Radix.
first zig orderbook in history // benchmark prolly wrong its ai estimate
Clober DEX V2 Core Solidity Contracts
Decentralized exchange infrastructure on Solana: on-chain order book, real-time WebSocket streaming, REST API, Geyser indexer, and Rust SDK. Non-custodial and optimized for high-frequency trading.
Orderbook Event Storage Using TectonicDB
CLI for 0xArchive granular market data: Hyperliquid (core, HIP-3, HIP-4, Spot) and Lighter.xyz.