mesuteryilmaz

mesuteryilmaz's Stars

• RT-Tap/OrderbookTechAnalysis-RESTAPI

  REST-API server for the larger OrderbookTechAnalysis project which aims to provide technical analysis tools for a security's orderbook beyond just depth of market.

  Language:Python41

• RT-Tap/OrderbookTechAnalysis-Logger

  The financial data logging component of the larger OrderbookTechAnalysis project which aims to provide technical analysis tools for a securities orderbook beyond just depth of market.securities orderbook.

  Language:Python21

• joelowj/awesome-algorithmic-trading

  A curated list of awesome algorithmic trading frameworks, libraries, software and resources

  869168

• FrozenTundraTrader/sierrachart

  Sierra Chart Custom Studies

  Language:C++11551

• akovbovich/sierra

  Language:C++108

• OddPudding/Binance-Bot

  A Crypto Trading Bot for Binance with python

  Language:Python3325

• microsoft/wslg

  Enabling the Windows Subsystem for Linux to include support for Wayland and X server related scenarios

  Language:C++10.6k323

• hkgsas/LOB

  Benchmark Dataset of Limit Order Book in China Markets

  Language:Python20090

• pawjast/medium

  Code for my Medium articles

  Language:Jupyter Notebook225

• 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 order books, with real-world crypto market-making examples for Binance Futures

  Language:Rust2.5k483

• bradleyboyuyang/ML-HFT

  High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

  Language:Jupyter Notebook418112

• dendisuhubdy/WTFIX

  The Pythonic Financial Information eXchange (FIX) client.

  1

• dendisuhubdy/full-stack-fastapi-postgresql

  Full stack, modern web application generator. Using FastAPI, PostgreSQL as database, Docker, automatic HTTPS and more.

  1

• dendisuhubdy/marketflow

  Basic Python library for working with the TAQ (US Trade and Quote) dataset

  Language:Jupyter Notebook1

• Kautenja/limit-order-book

  A C++ and Python implementation of the limit order book.

  Language:C++26570

• dexplo/bar_chart_race

  Create animated bar chart races in Python with matplotlib

  Language:Python1.4k363

• AminHP/gym-mtsim

  A general-purpose, flexible, and easy-to-use simulator alongside an OpenAI Gym trading environment for MetaTrader 5 trading platform (Approved by OpenAI Gym)

  Language:Python468115

• AminHP/gym-anytrading

  The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)

  Language:Python2.2k483

• mahmoudparsian/pyspark-tutorial

  PySpark-Tutorial provides basic algorithms using PySpark

  Language:Jupyter Notebook1.2k475

• shaileshkakkar/MicroPriceIndicator

  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in the paper for US equities BAC and CVX, I am using the data for the Crypto pair ETHBTC. The data was pulled by me from Binance by subscribing to three different streams - Market Trades, Partial Depth and Orderbook Snapshot. Then these were combined to form the order-book and analysis done on the same.

  Language:Jupyter Notebook6924

• krishnaik06/Pyspark-With-Python

  Language:Jupyter Notebook481723

• nalepae/pandarallel

  A simple and efficient tool to parallelize Pandas operations on all available CPUs

  Language:Python3.7k214

• GreyhoundAnalytics/tutorials

  Language:Python103

• TradeProphet/RSING

  A better RSI indicator

  Language:Python21

• TradeProphet/csv_trader

  Language:Python2

• deephaven-examples/redpanda_dxfeed_financial_data

  Redpanda with dxfeed for financial_data

  Language:Python167

• deephaven-examples/processing-large-csv-data

  Processing large CSV Data

  Language:Python93

• ccrissccross/download-Coinbase-OrderBook

  this script downloads the full Level-3 Order Book in real-time from the Coinbase Trading platform https://pro.coinbase.com/, which is a digital currency exchange. This script enables you to maintain an accurate and up-to-date copy of the exchange order book.

  Language:Python6

• jamesmawm/Mastering-Python-for-Finance-Second-Edition-1

  Mastering Python for Finance – Second Edition, published by Packt

  Language:Jupyter Notebook53

• jamesmawm/mastering-python-for-finance-second-edition

  Sources codes for: Mastering Python for Finance, Second Edition

  Language:Jupyter Notebook416118