Topic: orderbook Goto Github

👇 Here are 219 public repositories matching this topic...

0b01 / tectonicdb
orderbook,Database for L2 orderbook
User: 0b01
orderbook hft trading cryptocurrency high-frequency-trading

abcabhishek / pylimitorderbook
orderbook,Limit Order Book Implemented in Python
User: abcabhishek
limit-order-book high-frequency-trading hft hft-trading orderbook python

alexey-ernest / go-hft-orderbook
orderbook,Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
User: alexey-ernest
hft trading orderbook golang cryptocurrency crypto exchange

alpacahq / example-hftish
orderbook,Example Order Book Imbalance Algorithm
Organization: alpacahq
finance trading trading-algorithms alpaca python nats-streaming python3 numpy orderbook real-time

ameobea / cryptoviz
orderbook,A web-based Depth-Of-Market visualization for data of the Poloniex cryptocurrency exchange.
User: ameobea
Home Page: https://cryptoviz.net/
orderbook visualizer cryptocurrency poloniex finance

arjunvachhani / order-matcher
orderbook,simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders
User: arjunvachhani
stocks-exchange trading-engine orderbook order-book order-matching matching-engine cryptocurrency trading stocks cryptocurrency-exchanges

bchavez / coinbase.pro
orderbook,:chart_with_upwards_trend: A .NET/C# implementation of the Coinbase Pro API.
User: bchavez
Home Page: https://docs.pro.coinbase.com/
gdax gdax-api orderbook bitcoin ethereum trading trading-api coinbase coinbase-pro coinbasepro

binance / binance-websocket-examples
orderbook,Example code in Nodejs that demonstrate how to subscribe to Binance Websocket server.
Organization: binance
binance api websocket orderbook

bitcoinaverage / api-integration-examples
orderbook,Bitcoin and Ethereum price API integration examples in csharp, java, nodejs, golang, python, php and ruby
Organization: bitcoinaverage
Home Page: https://apiv2.bitcoinaverage.com/
exchange-data ticker-data bitcoin ethereum python orderbook csharp javascript rest-api websocket-api java

bmoscon / orderbook
orderbook,A fast L2/L3 orderbook data structure, in C, for Python
User: bmoscon
orderbook trading python c python-c-extension python-extension finance

brucify / orderly
orderbook,A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream
User: brucify
binance bitstamp cryptocurrency kraken websocket websocket-client coinbase grpc rust orderbook

chronoxor / cpptrader
orderbook,High performance components for building Trading Platform such as ultra fast matching engine, order book processor
User: chronoxor
low-latency performance trading matching-engine orderbook order-book nasdaq itch

coinbase / coinbase-pro-node
orderbook,DEPRECATED — The official Node.js library for Coinbase Pro
Organization: coinbase
gdax gdax-api orderbook trade bitcoin ethereum trading trading-api coinbase

crypto-lake / analysis-sharing
orderbook,Sharing quantitative analyses on Crypto Lake data
Organization: crypto-lake
backtesting cryptocurrency hummingbot quantitative-finance crypto-python orderbook orderbook-tick-data quant trading

crypto-toolbox / hft-orderbook
orderbook,Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
Organization: crypto-toolbox
python3 high-frequency-trading order-management orderbook bst avl-tree doubly-linked-list self-balancing-trees limit-order-book c

danpaquin / coinbasepro-python
orderbook,The unofficial Python client for the Coinbase Pro API
User: danpaquin
python-client websocket-client coinbase exchange wrapper libaray orderbook bitcoin ethereum trading

dgtony / orderbook-rs
orderbook,Basic order matching engine written in Rust
User: dgtony
orderbook matching-engine trading-systems rust

elenchev / order-book-heatmap
orderbook,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 exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.
User: elenchev
Home Page: https://elenchev.github.io/order-book-heatmap/
orderbook order-book limit-order-book orderbook-tick-data heatmap high-frequency-trading cryptocurrency heapmap d3 d3js

evilive3000 / poloniex-orderbook
orderbook,Poloniex Orderbook manager
User: evilive3000
Home Page: https://www.npmjs.com/package/poloniex-orderbook
orderbook bitcoin cryptocurrency ethereum poloniex btc

fasenderos / hft-limit-order-book
orderbook,Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) :rocket::rocket:
User: fasenderos
Home Page: https://github.com/fasenderos/hft-limit-order-book
exchange hft hft-trading limit-order-book matching-algorithm matching-engine nodejs order-book orderbook trading

fluidex / fluidex-backend
orderbook,Building the first permissionless layer2 orderbook DEX on Ethereum, powered by PLONK zk-rollup
Organization: fluidex
Home Page: https://www.fluidex.io/
layer2 zk-rollup dex ethereum orderbook plonk

gavincyi / lightmatchingengine
orderbook,A very light matching engine in Python.
User: gavincyi
orderbook trading matching-engine order hft-trading

gitbitex / gitbitex-spot
orderbook,An Open Source Cryptocurrency Exchange
Organization: gitbitex
Home Page: https://gitbitex.com:8080/trade/BTC-USDT
orderbook matching-engine cryptocurrency-exchanges cryptocurrency btc bitcoin coinbase bitfinex

hollaex / hollaex-kit
orderbook,Exchange Starter Kit to run your own Digital Asset Trading Exchange Platform
Organization: hollaex
exchange crypto digital-asset trading-platform cryptocurrency build-tools hollaex hollaex-kit hollaex-cli orderbook

i25959341 / orderbook
orderbook,Matching Engine for Limit Order Book in Golang
User: i25959341
exchange trading orderbook execution-engine

lamres / orderbook_modeling
orderbook,Example of order book modeling.
User: lamres
orderbook gradient-boosting stock-market stock-price-prediction catboost time-series time-series-forecasting

marfusios / crypto-websocket-extensions
orderbook,🧰 Unified and optimized data structures across cryptocurrency exchanges
User: marfusios
cryptocurrency bitcoin exchange websocket websockets extensions client reactive orderbook orderbook-tick-data

mihailgaberov / orderbook
orderbook,:book: An Order Book app built with React/Typescript and powered by WebSockets.
User: mihailgaberov
Home Page: https://orderbook-mihailgaberov.vercel.app/
orderbook react redux typescript websockets

mkipnis / distributedats
orderbook,DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
User: mkipnis
fix fixprotocol matchingengine fixgateway algotrading hft-trading hft orderbook marketdata clob

nkaz001 / algotrading-example
orderbook,algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
User: nkaz001
algotrading algotrading-resources algorithm-trading algo-trading-strategies algo-trading bitcoin-trading-bot bitcoin-trading bitmex-bot trading-algorithms trading-strategies

pftq / theworldexchange
orderbook,A purely client-side wallet and direct interface showcasing the full functionality of Ripple / blockchain.
User: pftq
ripple xrp decentralized exchange blockchain wallet trade send issue token

pgaref / orderbook
orderbook,OrderBook Simulator with Limit and Iceberg functionality
User: pgaref
orderbook trading matching-engine order hft-trading python

pierrerochard / coinbase-exchange-order-book
orderbook,Real-time Coinbase Exchange (GDAX) order book + basic market maker bot
User: pierrerochard
coinbase coinbase-api gdax gdax-api gdax-python orderbook trading trading-bot asyncio python

proofsuite / amp-matching-engine
orderbook,Official proof decentralized exchange matching engine
Organization: proofsuite
ethereum smart-contract decentralized-exchange orderbook matching-engine go blockchain

purefinance / mmb
orderbook,Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.
Organization: purefinance
bot crypto cryptocurrency marketmaker marketmaking orderbook rust rust-lang serum trading-bot trading-strategies

rickwong / bitmex-orderbook
orderbook,The fastest order book implementation for the BitMEX WebSocket API.
User: rickwong
bitmex exchange blockchain cryptocurrencies orderbook websocket promise

ridulfo / order-matching-engine
orderbook,400k orders per second at a 2.5 μs (avg.) latency order matching engine in python
User: ridulfo
orderbook matching-engine python pypy engine trade order stockmarket

robaho / go-trader
orderbook,financial exchange written in Go, designed for algorithmic trading tests
User: robaho
exchange financial-exchange trade golang quickfix html multicast cui grpc grpc-go

rorysroes / sgx-full-orderbook-tick-data-trading-strategy
orderbook,Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
User: rorysroes
high-frequency-trading limit-order-book python machine-learning feature-selection feature-engineering backtesting-trading-strategies model-selection trading-strategies quantitative-trading

rubik / lobster
orderbook,A fast in-memory limit order book (LOB).
User: rubik
orderbook hft algotrading

sadighian / crypto-rl
orderbook,Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
User: sadighian
arctic bitcoin bitfinex coinbase coinbase-pro cryptocurrencies deep-reinforcement-learning dqn hft limit-order-book mongodb multiprocessing multithreading order-book orderbook recorder tick-data tickstore trading trading-algorithms

sanzol-tech / ai-trader
orderbook,Trading signals and cryptocurrency trading tool for Binance Futures
Organization: sanzol-tech
binance binance-api binance-futures crypto-signal crypto-trading cryptocurrency orderbook signals trading trading-bot

spiraldevelopment / crypto-hft-data
orderbook,Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.
User: spiraldevelopment
crypto websocket orderbook trades liquidation hft-data

tardis-dev / tardis-machine
orderbook,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
Organization: tardis-dev
Home Page: https://docs.tardis.dev/api/tardis-machine
historical-data historical-cryptocurrency-prices cryptocurrency-api orderbook data-feeds ccxt bitmex websocket-endpoints orderbook-tick-data deribit

tardis-dev / tardis-node
orderbook,Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js
Organization: tardis-dev
Home Page: https://docs.tardis.dev/api/node-js
historical-data cryptocurrency-exchanges cryptocurrency-api orderbook trading exchange market-data bitmex orderbook-tick-data real-time

tardis-dev / tardis-python
orderbook,Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
Organization: tardis-dev
Home Page: https://tardis.dev
historical-data orderbook orderbook-tick-data cryptocurrency-api cryptocurrency-prices

tiagosiebler / orderbooks
orderbook,Simple utility classes to handle orderbook snapshot & delta events in node.js, with examples for Bybit & Binance.
User: tiagosiebler
binance bybit trading cryptocurrency orderbook orderbooks websockets bitmex bots cryptocurrency-exchanges

timothyyu / gdax-orderbook-ml
orderbook,Application of machine learning to the Coinbase (GDAX) orderbook
User: timothyyu
gdax keras tensorflow machine-learning bitcoin lstm gru orderbook trading candlesticks

uniswap-python / uniswap-python
orderbook,🦄 The unofficial Python client for the Uniswap exchange.
Organization: uniswap-python
Home Page: https://uniswap-python.com
uniswap uniswap-exchange uniswap-api orderbook dex trade ethereum eth api wrapper

xreptoid / viperfish
orderbook,Library for algorithmic trading
Organization: xreptoid
binance cpp hft orderbook trading algotrading market-data algorithmic-trading