Projects in Awesome Lists tagged with limit-order-book

https://github.com/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

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: 23 Apr 2025

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: 07 Apr 2025

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: 24 Mar 2025

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: 19 Nov 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: 06 Apr 2025

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