Pinned Repositories
algotrading
Algorithmic trading framework for cryptocurrencies.
aesara
Aesara is a Python library that allows one to define, optimize, and efficiently evaluate mathematical expressions involving multi-dimensional arrays.
amt-tools
Machine learning tools and framework for automatic music transcription.
awesome-crypto-examples
Awesome crypto automation & algo trading examples
binance
Node.js connector for the Binance APIs and WebSockets, with TypeScript & browser support, integration tests, beautification & more.
binance-connector-python
a simple connector to Binance Public API
binance-trade-bot
Automated cryptocurrency trading bot
blsh-lob-bot
Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)
brackets
An open source code editor for the web, written in JavaScript, HTML and CSS.
clearlinux
The Clear Linux™ Project for Intel® Architecture is a project that is building a Linux OS distribution for various cloud use cases. The goal of Clear Linux OS, is to showcase the best of Intel Architecture technology, from low level kernel features to more complex items that span across the entire operating system stack.
dengcfei's Repositories
dengcfei/MarketMakingViaReinforcementLearning
dengcfei/CNN-LSTM_Limit_Order_Book
This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting originally proposed by Zhang et al. (https://arxiv.org/pdf/1808.03668.pdf). The current implementation was adopted in the paper written by Briola et al. (https://arxiv.org/pdf/2007.07319.pdf).
dengcfei/Market-Making-with-Deep-Reinforcement-Learning-from-Limit-Order-Books
This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"
dengcfei/crypto-trading-bot
Cryptocurrency trading bot in javascript for Bitfinex, Bitmex, Binance, Bybit ... (public edition)
dengcfei/TransLOB---Transformers-for-limit-order-books-
dengcfei/unicorn-binance-websocket-api
An unofficial Python API to use the Binance Websocket API`s (com+testnet, com-margin+testnet, com-isolated_margin+testnet, com-futures+testnet, com-coin_futures, us, tr, jex, dex/chain+testnet) in a easy, fast, flexible, robust and fully-featured way.
dengcfei/amt-tools
Machine learning tools and framework for automatic music transcription.
dengcfei/FinRL
FinRL: Financial Reinforcement Learning. 🔥
dengcfei/my-first-static-web-app
dengcfei/vue-azure-static-web-app
Example project for the deployment of vue app with Azure Static Web Apps service
dengcfei/time-series-transformers-review
A professionally curated list of awesome resources (paper, code, data, etc.) on transformers in time series.
dengcfei/awesome-crypto-examples
Awesome crypto automation & algo trading examples
dengcfei/binance-connector-python
a simple connector to Binance Public API
dengcfei/order-book-heatmap
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.
dengcfei/python-binance
Binance Exchange API python implementation for automated trading
dengcfei/binance
Node.js connector for the Binance APIs and WebSockets, with TypeScript & browser support, integration tests, beautification & more.
dengcfei/binance-trade-bot
Automated cryptocurrency trading bot
dengcfei/OrderBookWebsite
dengcfei/github-slideshow
A robot powered training repository :robot:
dengcfei/orderbooks
Simple utility classes to handle orderbook snapshot & delta events in node.js, with examples for Bybit & Binance.
dengcfei/algotrading
Algorithmic trading framework for cryptocurrencies.
dengcfei/trading-charts
Example Vue.js website demonstrating how to listen to the Binance Websocket server and trade charts using d3.js.
dengcfei/blsh-lob-bot
Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)
dengcfei/github.io
dengcfei/fi2010
FI2010 Dataset (Personal use)
dengcfei/galois
Fusotao proving client.
dengcfei/DGFraud
A Deep Graph-based Toolbox for Fraud Detection
dengcfei/aesara
Aesara is a Python library that allows one to define, optimize, and efficiently evaluate mathematical expressions involving multi-dimensional arrays.
dengcfei/Theano
Theano was a Python library that allows you to define, optimize, and evaluate mathematical expressions involving multi-dimensional arrays efficiently. It is being continued as aesara: www.github.com/pymc-devs/aesara
dengcfei/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.