orderbook-snapshots

There are 8 repositories under orderbook-snapshots topic.

timothyyu/gdax-orderbook-ml
Application of machine learning to the Coinbase (GDAX) orderbook
Language:Jupyter Notebook97 17 4728
valamidev/DataSynchronizer
Cryptocurrency Exchange and Sentiment data fetcher and syncronizer.
Language:TypeScript71 5 224
crypto-lake/lake-api
Python API for accessing Lake high frequency tick trades & order book data
Language:Python31 3 73
nostoz/deribit_volatility_download_and_visualize
Load, build and visualize volatility analytics from Deribit.
Language:Python21 1 04
phelps-sg/scobre
Scala OrderBook Reconstructor for high-frequency order-flow data
Language:Scala16 4 06
IndianaBug/moonStreamProcess
crypto aggregator of order books, trades, liquidations, open interest by levels
Language:Python7 0 01
0xd3lbow/Orderbook-Speed
CCXT framework for the limit orderbook. Calculates the rate of change, the spread & amount of pulled bids/asks
Language:Python3 1 01
fox34/btc-order-book-crawler
Periodically crawl order books from popular bitcoin exchanges
Language:Python1 4 00