#Orderbook-tick-data

Showing 11 of 11 repositories tagged #orderbook-tick-data, ranked by stars

nkaz001
nkaz001
hftbacktest

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

Score
100
★ 4.3k ⑂ 826 +10/day
Rust
rorysroes
rorysroes
SGX-Full-OrderBook-Tick-Data-Trading-Strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

Score
67
★ 2.3k ⑂ 696 +5/day
Jupyter Notebook
visualHFT
visualHFT
VisualHFT

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.

Score
100
★ 1.2k ⑂ 237 +3/day
C#
bradleyboyuyang
bradleyboyuyang
ML-HFT

High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

Score
0
★ 591 ⑂ 137
Jupyter Notebook
joaquinbejar
joaquinbejar
OrderBook-rs

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.

Score
0
★ 487 ⑂ 86
Rust
tardis-dev
tardis-dev
tardis-node

Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js

Score
83
★ 353 ⑂ 79
TypeScript
tardis-dev
tardis-dev
tardis-machine

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

Score
0
★ 305 ⑂ 59 +1/day
TypeScript
crypto-lake
crypto-lake
lake-api

Python API for accessing Lake high frequency tick trades & order book data

Score
50
★ 74 ⑂ 10 +1/day
Python
crypto-lake
crypto-lake
analysis-sharing

Sharing quantitative analyses on Crypto Lake data

Score
33
★ 72 ⑂ 16
Jupyter Notebook
pseudocodes
pseudocodes
goctp_l3_estimate

国内 CTP 期货期权订单簿 L3 可视化工具

Score
17
★ 22 ⑂ 8
Go
gsalaz98
gsalaz98
roadkill

Orderbook Event Storage Using TectonicDB

Score
0
★ 13 ⑂ 5
Go
Related Topics
#orderbook#trading#high-frequency-trading#backtesting#binance#limit-order-book#quantitative-trading#trading-strategies#quant#market-data#cryptocurrency-api#cryptocurrency

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