orderbook

There are 20 repositories under orderbook topic.

• danpaquin / coinbasepro-python

  The unofficial Python client for the Coinbase Pro API

  python-clientwebsocket-clientcoinbaseexchangewrapperlibarayorderbookbitcoinethereumtradingcoinbaseprocoinbasepro-apicbpro
  Language:Python 1816

• 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.

  high-frequency-tradinglimit-order-bookpythonmachine-learningfeature-selectionfeature-engineeringbacktesting-trading-strategiesmodel-selectiontrading-strategiesquantitative-tradingalgorithmic-tradinginvestmentorderbook-tick-dataquanttradingmarket-makingmarket-makermarket-microstructureorderbook
  Language:Jupyter Notebook 1792

• Crypto-toolbox / HFT-Orderbook

  Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

  avl-treebstcdoubly-linked-listhigh-frequency-tradinglimit-order-bookorder-managementorderbookpython3self-balancing-trees
  Language:C 928

• uniswap-python / uniswap-python

  🦄 The unofficial Python client for the Uniswap exchange.

  uniswapuniswap-exchangeuniswap-apiorderbookdextradeethereumethapiwrapperexchangecryptocurrencytradingtrading-apidecentralized-exchangeuniswap-pythondefiamm
  Language:Python 876

• coinbase / coinbase-pro-node

  DEPRECATED — The official Node.js library for Coinbase Pro

  gdaxgdax-apiorderbooktradebitcoinethereumtradingtrading-apicoinbase
  Language:JavaScript 832

• sadighian / crypto-rl

  Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

  arcticbitcoinbitfinexcoinbasecoinbase-procryptocurrenciesdeep-reinforcement-learningdqnhftlimit-order-bookmongodbmultiprocessingmultithreadingorder-bookorderbookrecordertick-datatickstoretradingtrading-algorithms
  Language:Python 800

• chronoxor / CppTrader

  High performance components for building Trading Platform such as ultra fast matching engine, order book processor

  itchlow-latencymatching-enginenasdaqorder-bookorderbookperformancetrading
  Language:C++ 747

• alpacahq / example-hftish

  Example Order Book Imbalance Algorithm

  alpacaasyncasynciofinancehfthft-tradingnats-streamingnumpyorderbookpythonpython3real-timetradingtrading-algorithms
  Language:Python 716

• 0b01 / tectonicdb

  Database for L2 orderbook

  cryptocurrencyhfthigh-frequency-tradingorderbooktrading
  Language:Rust 643

• purefinance / mmb

  Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.

  botcryptocryptocurrencymarketmakermarketmakingorderbookrustrust-langserumtrading-bottrading-strategies
  Language:Rust 475

• gitbitex / gitbitex-spot

  An Open Source Cryptocurrency Exchange

  bitcoinbitfinexbtccoinbasecryptocurrencycryptocurrency-exchangesmatching-engineorderbook
  Language:Go 474

• i25959341 / orderbook

  Matching Engine for Limit Order Book in Golang

  exchangeexecution-engineorderbooktrading
  Language:Go 396

• dgtony / orderbook-rs

  Basic order matching engine written in Rust

  matching-engineorderbookrusttrading-systems
  Language:Rust 355

• 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.

  orderbookorder-booklimit-order-bookorderbook-tick-dataheatmaphigh-frequency-tradingcryptocurrencyheapmapd3d3jsmarket-data
  Language:JavaScript 347

• robaho / go-trader

  financial exchange written in Go, designed for algorithmic trading tests

  exchangefinancial-exchangetradegolangquickfixhtmlmulticastcuigrpcgrpc-goquickfixgofixtrading-algorithmstrading-strategiesorderbookmarketdata
  Language:Go 341

• gavincyi / LightMatchingEngine

  A very light matching engine in Python.

  orderbooktradingmatching-engineorderhft-trading
  Language:Python 310

• hollaex / hollaex-kit

  Exchange Starter Kit to run your own Digital Asset Trading Exchange Platform

  build-toolscryptocryptocurrencydigital-assetexchangehollaexhollaex-clihollaex-kitorderbooktrading-platform
  Language:JavaScript 304

• tardis-dev / tardis-node

  Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js

  historical-datacryptocurrency-exchangescryptocurrency-apiorderbooktradingexchangemarket-databitmexorderbook-tick-datareal-timewebsocketasync-iterablederibitbinancebitmex-apibitmexbotarbitrageccxtbtceth
  Language:TypeScript 277

• nkaz001 / algotrading-example

  algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)

  algo-tradingalgo-trading-strategiesalgorithm-tradingalgorithmic-trading-backtestsalgotradingalgotrading-resourcesbinance-botbinance-futuresbinance-trading-botbitcoin-tradingbitcoin-trading-botbitmex-botcryptocurrency-tradingcryptocurrency-trading-strategiesorderbookorderbook-imbalancetradingtrading-algorithmstrading-bottrading-strategies
  Language:Jupyter Notebook 266

• mihailgaberov / orderbook

  :book: An Order Book app built with React/Typescript and powered by WebSockets.

  orderbookreactreduxtypescriptwebsockets
  Language:TypeScript 242

• bmoscon / orderbook

  A fast L2/L3 orderbook data structure, in C, for Python

  cfinanceorderbookpythonpython-c-extensionpython-extensiontrading
  Language:Python 229

• tardis-dev / tardis-machine

  Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market data via HTTP and WebSocket APIs

  historical-datahistorical-cryptocurrency-pricescryptocurrency-apiorderbookdata-feedsccxtbitmexwebsocket-endpointsorderbook-tick-dataderibitbinancearbitragebtcethereumreal-time-data
  Language:TypeScript 229

• PierreRochard / coinbase-exchange-order-book

  Real-time Coinbase Exchange (GDAX) order book + basic market maker bot

  coinbasecoinbase-apigdaxgdax-apigdax-pythonorderbooktradingtrading-botasynciopythonpython-3python3
  Language:Python 223

• ProofSuite / amp-matching-engine

  Official proof decentralized exchange matching engine

  ethereumsmart-contractdecentralized-exchangeorderbookmatching-enginegoblockchain
  Language:Go 191

• alexey-ernest / go-hft-orderbook

  Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges

  hfttradingorderbookgolangcryptocurrencycryptoexchange
  Language:Go 189

• binance / binance-websocket-examples

  Example code in Nodejs that demonstrate how to subscribe to Binance Websocket server.

  apibinanceorderbookwebsocket
  Language:JavaScript 149
• order-matcher

  ArjunVachhani / order-matcher

  simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders

  cryptocurrencycryptocurrency-exchangesdotnetdotnet-corematching-engineorder-bookorder-matchingorderbookstocksstocks-exchangetradingtrading-engine
  Language:C# 123

• tiagosiebler / orderbooks

  Simple utility classes to handle orderbook snapshot & delta events in node.js, with examples for Bybit & Binance.

  binancebybittradingcryptocurrencyorderbookorderbookswebsocketsbitmexbotscryptocurrency-exchangescryptonodejs
  Language:TypeScript 112

• fasenderos / hft-limit-order-book

  Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) :rocket::rocket:

  exchangehfthft-tradinglimit-order-bookmatching-algorithmmatching-enginenodejsorder-bookorderbooktradingtypescript
  Language:TypeScript 105

• tardis-dev / tardis-python

  Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.

  cryptocurrency-apicryptocurrency-priceshistorical-dataorderbookorderbook-tick-data
  Language:Python 105

• rubik / lobster

  A fast in-memory limit order book (LOB).

  algotradinghftorderbook
  Language:Rust 96

• timothyyu / gdax-orderbook-ml

  Application of machine learning to the Coinbase (GDAX) orderbook

  gdaxkerastensorflowmachine-learningbitcoinlstmgruorderbooktradingcandlesticksquantitative-financequantitative-tradingrecurrent-neural-networksdeep-neural-networkscudacoinbasecoinbase-procoinbaseproorderbook-snapshots
  Language:Jupyter Notebook 91

• abcabhishek / PyLimitOrderBook

  Limit Order Book Implemented in Python

  limit-order-bookhigh-frequency-tradinghfthft-tradingorderbookpython
  Language:Python 87

• RickWong / bitmex-orderbook

  The fastest order book implementation for the BitMEX WebSocket API.

  bitmexblockchaincryptocurrenciesexchangeorderbookpromisewebsocket
  Language:JavaScript 75

• sanzol-tech / ai-trader

  Trading signals and cryptocurrency trading tool for Binance Futures

  binancebinance-apibinance-futurescrypto-signalcrypto-tradingcryptocurrencyorderbookorderbook-analysersignalstradingtrading-bot
  Language:Java 75

• Ameobea / cryptoviz

  A web-based Depth-Of-Market visualization for data of the Poloniex cryptocurrency exchange.

  orderbookvisualizercryptocurrencypoloniexfinance
  Language:JavaScript 72