0xd3lbow's repositories
aggr.template
Delta indicators for Aggr.Trade charts
Orderbook-Speed
CCXT framework for the limit orderbook. Calculates the rate of change, the spread & amount of pulled bids/asks
Bitcoin-Rolling-Correlation
Time-Series Modeling of Bitcoin for Equities, Commodities & Forex Markets
CoinbaseWebsocket
Vanilla WebSocket that takes snapshots of the orderbook. Scripts for Rust, Python and JavaScript.
sizefrequency
Pulls historical trading data and plots the distribution of order size for further analysis.