orderbook-snapshots

There are 0 repository under orderbook-snapshots topic.

• 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 92

• valamidev / DataSynchronizer

  Cryptocurrency Exchange and Sentiment data fetcher and syncronizer.

  ccxtnodejsbinancecryptocurrencymysqlsentimentkucoinsymbolstradesexchangescandlestickscryptocurrency-exchangeorderbook-snapshotstrending-symbols
  Language:TypeScript 68

• crypto-lake / lake-api

  Python API for accessing Lake high frequency tick trades & order book data

  cryptocurrencycryptocurrency-apidata-providermarket-datamarket-data-servicetrading-strategiescrypto-trading-strategiesdatasetorderbookorderbook-dataorderbook-snapshotsorderbook-tick-dataquantquantitative-financequantitative-tradingtick-databacktestingcrypto-python
  Language:Python 20

• phelps-sg / scobre

  Scala OrderBook Reconstructor for high-frequency order-flow data

  hbasescalatick-datasimulatorhigh-frequency-tradingfinancecomputational-financeorderbookorderbook-tick-dataorderbook-snapshots
  Language:Scala 16

• nostoz / deribit_volatility_download_and_visualize

  Load, build and visualize volatility analytics from Deribit.

  deribitgrafanaoptions-tradingorderbook-snapshotsvolatility
  Language:Python 13

• 0xd3lbow / Orderbook-Speed

  CCXT framework for the limit orderbook. Calculates the rate of change, the spread & amount of pulled bids/asks

  data-analysishigh-frequency-tradingorderbookwebsocketccxtcoinbasedefimatplotliborderbook-snapshotspythonalgorithmquantbtctrading
  Language:Python 2

• fox34 / btc-order-book-crawler

  Periodically crawl order books from popular bitcoin exchanges

  crawlerpython3bitcoin-apiorderbookorderbook-snapshotsorderbooksbitcoin-price-databitcoin-exchange-ratesbitcoin-exchange
  Language:Python 1

• IndianaBug / moonStreamProcess

  crypto aggregator of order books, trades, liquidations, open interest by levels

  datastreamingfinancial-datafuturesheatmapsliquidationliquidation-mapmarketdataoptionsorderbook-snapshotsquantitative-financespotstatisticstrades
  Language:Python 1