orderbook
There are 246 repositories under orderbook topic.
rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
danpaquin/coinbasepro-python
The unofficial Python client for the Coinbase Pro API
Crypto-toolbox/HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
uniswap-python/uniswap-python
🦄 The unofficial Python client for the Uniswap exchange.
sadighian/crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
coinbase/coinbase-pro-node
DEPRECATED — The official Node.js library for Coinbase Pro
chronoxor/CppTrader
High performance components for building Trading Platform such as ultra fast matching engine, order book processor
alpacahq/example-hftish
Example Order Book Imbalance Algorithm
0b01/tectonicdb
Database for L2 orderbook
purefinance/mmb
Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.
gitbitex/gitbitex-spot
An Open Source Cryptocurrency Exchange
i25959341/orderbook
Matching Engine for Limit Order Book in Golang
Elenchev/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.
dgtony/orderbook-rs
Basic order matching engine written in Rust
robaho/go-trader
financial exchange written in Go, designed for algorithmic trading tests
hollaex/hollaex-kit
Exchange Starter Kit to run your own Digital Asset Trading Exchange Platform
gavincyi/LightMatchingEngine
A very light matching engine in Python.
tardis-dev/tardis-node
Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js
nkaz001/algotrading-example
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
mihailgaberov/orderbook
:book: An Order Book app built with React/Typescript and powered by WebSockets.
bmoscon/orderbook
A fast L2/L3 orderbook data structure, in C, for Python
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
PierreRochard/coinbase-exchange-order-book
Real-time Coinbase Exchange (GDAX) order book + basic market maker bot
alexey-ernest/go-hft-orderbook
Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
ProofSuite/amp-matching-engine
Official proof decentralized exchange matching engine
binance/binance-websocket-examples
Example code in Nodejs that demonstrate how to subscribe to Binance Websocket server.
fasenderos/nodejs-order-book
Ultra-fast Node.js Order Book written in TypeScript for high-frequency trading (HFT) :rocket::rocket:
ArjunVachhani/order-matcher
simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders
rubik/lobster
A fast in-memory limit order book (LOB).
tiagosiebler/orderbooks
Simple utility classes to handle orderbook snapshot & delta events in node.js, with examples for Bybit & Binance.
tardis-dev/tardis-python
Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
timothyyu/gdax-orderbook-ml
Application of machine learning to the Coinbase (GDAX) orderbook
abcabhishek/PyLimitOrderBook
Limit Order Book Implemented in Python
sanzol-tech/ai-trader
Trading signals and cryptocurrency trading tool for Binance Futures
RickWong/bitmex-orderbook
The fastest order book implementation for the BitMEX WebSocket API.
Ameobea/cryptoviz
A web-based Depth-Of-Market visualization for data of the Poloniex cryptocurrency exchange.