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 orde...
#计算机科学#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
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
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 analy...
#区块链#OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short explorat...
A C++ and Python implementation of the limit order book.
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
#计算机科学#Using tabular and deep reinforcement learning methods to infer optimal market making strategies
#计算机科学#We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
Master Thesis: Limit order placement with Reinforcement Learning
Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT) 🚀🚀
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
#计算机科学#Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
#计算机科学#LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈
Limit Order Book Implemented in Python