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集合主题趋势排行榜
#

orderbook-tick-data

Website
Wikipedia
https://static.github-zh.com/github_avatars/nkaz001?size=40
nkaz001 / hftbacktest

A high frequency trading and market making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and orde...

backtestinghigh-frequency-tradingmarket-makingbacktesting-enginemarket-makeralgotradinghfttrading-botalgorithmic-tradingbacktesting-trading-strategieslimit-order-bookorderbook-tick-dataorderbooksquantitative-tradingtrading-algorithms币安binance-futurescrypto-tradingtrading-simulatorcrypto-bot
Rust 2.68 k
3 天前
https://static.github-zh.com/github_avatars/rorysroes?size=40
rorysroes / SGX-Full-OrderBook-Tick-Data-Trading-Strategy

#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.

high-frequency-tradinglimit-order-bookPython机器学习feature-selectionfeature-engineeringbacktesting-trading-strategiesmodel-selectiontrading-strategiesquantitative-tradingalgorithmic-tradinginvestmentorderbook-tick-dataquanttradingmarket-makingmarket-makerorderbook
Jupyter Notebook 2.06 k
3 年前
https://static.github-zh.com/github_avatars/visualHFT?size=40
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 analy...

analyticsmarket-analyticsmarket-datatcatradingtrading-algorithmstrading-platformC#mvvmmvvm-architectureWPFwpf-applicationwpf-uihigh-frequency-tradinglimit-order-bookorderbook-tick-data
C# 871
5 天前
https://static.github-zh.com/github_avatars/bradleyboyuyang?size=40
bradleyboyuyang / ML-HFT

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

high-frequency-trading机器学习深度学习orderbook-tick-datafutures
Jupyter Notebook 463
3 年前
https://static.github-zh.com/github_avatars/Elenchev?size=40
Elenchev / order-book-heatmap

#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...

orderbooklimit-order-bookorderbook-tick-dataheatmaphigh-frequency-trading加密货币d3d3jsmarket-data
JavaScript 438
4 年前
https://static.github-zh.com/github_avatars/tardis-dev?size=40
tardis-dev / tardis-node

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

historical-data加密货币orderbooktradingexchangemarket-databitmexorderbook-tick-datareal-timeWebSocket币安arbitragebtceth
TypeScript 323
1 个月前
https://static.github-zh.com/github_avatars/tardis-dev?size=40
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

historical-dataorderbookbitmexorderbook-tick-data币安arbitragebtc以太坊real-time-data
TypeScript 270
1 个月前
https://static.github-zh.com/github_avatars/tardis-dev?size=40
tardis-dev / tardis-python

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

historical-dataorderbookorderbook-tick-data
Python 128
6 个月前
https://static.github-zh.com/github_avatars/nkaz001?size=40
nkaz001 / collect-binancefutures

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

币安collectororderbook-tick-data
Python 103
1 年前
https://static.github-zh.com/github_avatars/crypto-lake?size=40
crypto-lake / analysis-sharing

#区块链#Sharing quantitative analyses on Crypto Lake data

backtesting加密货币quantitative-financeorderbookorderbook-tick-dataquanttrading
Jupyter Notebook 65
9 个月前
https://static.github-zh.com/github_avatars/akenshaw?size=40
akenshaw / flowsurface

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

orderbook-tick-dataIced加密货币
Rust 54
4 天前
https://static.github-zh.com/github_avatars/aoki-h-jp?size=40
aoki-h-jp / binance-bulk-downloader

#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.

币安加密货币下载器historical-dataorderbook-tick-dataliquidation
Python 51
5 个月前
https://static.github-zh.com/github_avatars/crypto-lake?size=40
crypto-lake / lake-api

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

加密货币market-datatrading-strategiescrypto-trading-strategiesdatasetorderbookorderbook-tick-dataquantquantitative-financequantitative-tradingtick-databacktesting
Python 46
1 个月前
https://static.github-zh.com/github_avatars/Marfusios?size=40
Marfusios / crypto-websocket-extensions

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

加密货币比特币exchangeWebSocket插件clientreactiveorderbookorderbook-tick-data数据结构
C# 44
25 天前
https://static.github-zh.com/github_avatars/nkaz001?size=40
nkaz001 / data-tardis

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

加密货币orderbookorderbook-tick-datatrading-strategies
Jupyter Notebook 21
4 年前
https://static.github-zh.com/github_avatars/akenshaw?size=40
akenshaw / btcusdt-orderflow

Python GUI visualizing real-time market trading activity

pyqt6WebSocketorderbook-tick-data
Python 20
1 年前
https://static.github-zh.com/github_avatars/yurikoval?size=40
yurikoval / ex_tectonicdb

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

tradingtrading-bottrading-platformorderbookorderbook-tick-datafinancefinancial-analysisfinancial-datacrypto加密货币
Elixir 16
2 年前
https://static.github-zh.com/github_avatars/phelps-sg?size=40
phelps-sg / scobre

Scala OrderBook Reconstructor for high-frequency order-flow data

hbaseScalatick-datasimulatorhigh-frequency-tradingfinanceorderbookorderbook-tick-data
Scala 16
2 年前
https://static.github-zh.com/github_avatars/ridicoulous?size=40
ridicoulous / Bitmex.Net

Open source .Net API wrapper for the web API and websockets API @bitmex cryptocurrency exchange

bitmextradingexchangeAPIorderbookorderbook-tick-datatick-data
C# 12
2 年前
https://static.github-zh.com/github_avatars/gsalaz98?size=40
gsalaz98 / roadkill

#区块链#Orderbook Event Storage Using TectonicDB

quantitative-financeorderbook-tick-dataorderbook加密货币
Go 12
7 年前
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