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Projects in Awesome Lists tagged with limit-order-book
A curated list of projects in awesome lists tagged with limit-order-book .
https://github.com/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.
algorithmic-trading backtesting-trading-strategies feature-engineering feature-selection high-frequency-trading investment limit-order-book machine-learning market-maker market-making market-microstructure model-selection orderbook orderbook-tick-data python quant quantitative-trading trading trading-strategies
Last synced: 30 Sep 2024
https://github.com/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.
algorithmic-trading backtesting-trading-strategies feature-engineering feature-selection high-frequency-trading investment limit-order-book machine-learning market-maker market-making market-microstructure model-selection orderbook orderbook-tick-data python quant quantitative-trading trading trading-strategies
Last synced: 31 Jul 2024
https://github.com/nkaz001/hftbacktest
A high-frequency trading and market-making backtesting tool 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
algorithmic-trading algotrading backtesting backtesting-engine backtesting-trading-strategies binance binance-futures crypto-bot crypto-trading hft high-frequency-trading limit-order-book market-maker market-making orderbook-tick-data orderbooks quantitative-trading trading-algorithms trading-bot trading-simulator
Last synced: 30 Sep 2024
https://github.com/Crypto-toolbox/HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
avl-tree bst c doubly-linked-list high-frequency-trading limit-order-book order-management orderbook python3 self-balancing-trees
Last synced: 04 Aug 2024
https://github.com/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.
cryptocurrency d3 d3js heapmap heatmap high-frequency-trading limit-order-book market-data order-book orderbook orderbook-tick-data
Last synced: 01 Aug 2024
https://github.com/amankrx/matching-engine-rs
Building a fast matching engine in Rust for efficient processing of an ITCH order book.
itch limit-order-book matching-engine orderbook rust trading
Last synced: 04 Aug 2024