J. Gobeli's starred repositories
perspective
A data visualization and analytics component, especially well-suited for large and/or streaming datasets.
connector-x
Fastest library to load data from DB to DataFrames in Rust and Python
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
picologging
An optimized logging library for Python
arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
reservoirpy
A simple and flexible code for Reservoir Computing architectures like Echo State Networks
barter-data-rs
A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.
numpy_ringbuffer
Ring-buffer implementation that thinly wraps a numpy array
trading-core
Backend core needed for automated trading
okx-sample-market-maker
A sample market maker to demonstrate the usage of python-okx SDK
trading_backend
Implemented the trading platform discussed in the book: Professional Automated Trading: Theory and Practice by Eugene A. Durenard.