orderbook-tick-data

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.

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...

#计算机科学# High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

#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...

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

#区块链#A native desktop charting platform for crypto markets with intuitive orderflow visualizations

Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.

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 c...

Collect BinanceFutures's trade and orderbook(depth) feeds.

#区块链#Sharing quantitative analyses on Crypto Lake data

#区块链#A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COIN-M, options) and all data frequencies.

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

#区块链#🧰 Unified and optimized data structures across cryptocurrency exchanges

Python GUI visualizing real-time market trading activity

#区块链#Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.

Scala OrderBook Reconstructor for high-frequency order-flow data

#区块链#TectonicDB client library for Elixir to read/write L2 order book data

国内 CTP 期货期权订单簿 L3 可视化工具