InTheta's repositories
binance-client-websocket
C# client for Binance websocket API
Bitmex.NET
Wrapper for BitMEX.com REST & WebSocket API
bitstamp-client-websocket
bitstamp-client-websocket
AlgorithmicTrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
deribit_websocket_v2
This is a python wrapper written to make it simple to connect to Deribit's JSON-RPC api v2 using websockets.
DeriSock
Deribit WebSocket Client Library
ftx-client-websocket
ftx websocket client
Gym-Trading-Env
A simple, easy, customizable Open IA Gym environment for trading.
bitfinex-client-websocket
C# client for Bitfinex & Ethfinex websocket API version 2.0
bitmex-client-websocket
🛠️ C# client for Bitmex websocket API
bitstamp-client-websocket-1
🛠️ C# client for Bitstamp websocket API
coinbase-client-websocket
🛠️ C# client for Coinbase Pro websocket API
coinbasepro-csharp
The unofficial .NET/C# client library for the Coinbase Pro/GDAX API
crypto-websocket-extensions
🧰 Unified and optimized data structures across cryptocurrency exchanges
cryptofeed
Cryptocurrency Exchange Websocket Data Feed Handler
defi-bot
Tutorial for building DeFi arbitrage bots
DiscogsClient
Discogs API C# Client
ExchangeSharp
ExchangeSharp is a powerful, fast and easy to use .NET/C# API for interfacing with many crypto currency exchanges. REST and web sockets are supported.
financial-engineering
Applications of Monte Carlo methods to financial engineering projects, in Python.
glassnode-api
Glassnode api client
gym-anytrading
The most simple, flexible, and comprehensive OpenAI Gym trading environment (Approved by OpenAI Gym)
hd-seed-phrase-guesser
A tool for recovering ethereum accounts from mis-recorded seed phrases.
Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
NetTrade
An algo trading framework for .Net
poptions
Custom Python code for calculating the Probability of Profit (POP) for options trading strategies using Monte Carlo Simulations. The Monte Carlo Simulation runs thousands of individual stock price simulations and uses the data from these simulations to average out a POP number.
rl-trader
This MLOps project productionizes a Deep Reinforcement Learning agent with a scalable, distributed data streaming infrastructure using Kafka and Ray. A thorough walkthrough of the code is described in this article on medium: https://ryanraymartin.medium.com/deep-reinforcement-learning-for-stock-trading-with-kafka-and-rllib-d738b9634675
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading