#Orderbook-tick-data
Showing 11 of 11 repositories tagged #orderbook-tick-data, 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.
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.
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
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.
Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js
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
Python API for accessing Lake high frequency tick trades & order book data
Sharing quantitative analyses on Crypto Lake data
国内 CTP 期货期权订单簿 L3 可视化工具
Orderbook Event Storage Using TectonicDB