tick-data · GitHub Topics

#时序数据库#QuestDB 是一个高性能、开源的 SQL 数据库，适用于金融服务、物联网、机器学习、DevOps 和可观测性应用。

time-series low-latency 数据库 SQL Grafana simd questdb tsdb Java PostgreSQL C++time-series-database financial-analysis capital-markets market-data olap real-time-analytics sensor-data tick-data

Java 15.31 k

2 天前

sadighian / crypto-rl

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

bitfinex multiprocessing MongoDB orderbook tick-data limit-order-book hft multithreading recorder coinbase-pro coinbase deep-reinforcement-learning dqn cryptocurrencies trading trading-algorithms 比特币

Python 907

3 年前

Leo4815162342 / dukascopy-node

✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨

stock exchange-rates ohlc historical-data candlestick-chart crypto tick-data trading stock-data stock-prices etf market-data forex Node.js metatrader 命令行界面 backtesting 比特币

TypeScript 485

3 个月前

roq-trading / roq-api

C++23 interfaces used to communicate with Roq's market gateways.

hft API financial-markets market-maker order-management-system oms trading-strategies arbitrage low-latency Simulation tick-data trading-strategy cpp26 cpp23

C++ 480

8 天前

giuse88 / duka

duka - Dukascopy historical data downloader

tick-data thread forex

Python 322

6 年前

sambacha / dune-snippets

dune snippets is a collection of sql queries for duneanalytics.com / Google BigQuery

defi 以太坊 analytics tick-data crypto SQL BigQuery eth Solidity

PLpgSQL 148

1 年前

databento / dbn

Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data

encoding Rust serialization tick-data zero-copy market-data low-latency zstd storage

Rust 110

7 天前

databento / databento-rs

The official Rust client library for Databento

async historical-data HTTP market-data real-time tcp tick-data

Rust 58

9 天前

scibrokes / real-time-fxcm

#易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，歼灭所有世袭制可兰经法家回教徒巫贼巫婆、洋番、峇峇娘惹。实时量化交易，高频量化对冲交易自动化。https://gitee.co...

forex-trading tick-data dao

HTML 47

2 个月前

crypto-lake / lake-api

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

加密货币 market-data trading-strategies crypto-trading-strategies dataset orderbook orderbook-tick-data quant quantitative-finance quantitative-trading tick-data backtesting

Python 46

1 个月前

terence-lim / financial-data-science

#计算机科学#Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine learning

financial-data tick-data text-mining 数据科学机器学习 network-science PyTorch spaCy scikit-learn MongoDB neural-networks pandas Redis SQL

Python 42

2 个月前

databento / databento-cpp

The official C++ client library for Databento

historical-data HTTP low-latency market-data real-time tcp tick-data

C++ 42

10 天前

terence-lim / financial-data-science-notebooks

#自然语言处理#Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natural language processing, neural networks and LLMs

数据科学机器学习 text-mining network-science financial-data tick-data PyTorch spaCy scikit-learn pandas 大语言模型 neural-networks 自然语言处理

Jupyter Notebook 36

2 个月前

globophobe / asyncio-quant-tick

#区块链#🔌 Aggregate candlesticks from high frequency tick data from WebSockets

trading bybit bitmex 币安 bitfinex coinbase tick-data 加密货币 quant trading-strategies

Python 30

1 年前

Flippo24 / candles

Generate candlesticks from your tick data in realtime.

tick-data candle ohlc ohlcv

JavaScript 29

2 年前

tomas-rampas / Dukas.Net

Effortlessly download, convert, and export Dukascopy tick data. This package seamlessly transforms proprietary Bi5 tick data into standardized CSV files, providing OHLCV (Open, High, Low, Close, Volum...

forex ohlcv ohlc tick-data

C# 20

7 天前

DavidCico / Forecasting-direction-of-trade-an-example-with-LSTM-neural-network

In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Network is used as an example of potential solution for such prob...

scikitlearn-machine-learning linear-regression lstm stock-price-prediction tick-data Python orderbook classification regression forecasting prediction

Python 19

4 年前