orderbook-tick-data
There are 20 repositories under orderbook-tick-data topic.
nkaz001 / hftbacktest
Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit
Language:Rust 3031rorysroes / 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.
Language:Jupyter Notebook 2130- VisualHFT
visualHFT / VisualHFT
VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and execution quality, then use its modular plugins to shape the analysis to your workflow.
Language:C# 923 bradleyboyuyang / ML-HFT
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
Language:Jupyter Notebook 499Elenchev / 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.
Language:JavaScript 452tardis-dev / tardis-node
Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js
Language:TypeScript 338Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market data via HTTP and WebSocket APIs
Language:TypeScript 283akenshaw / flowsurface
A native desktop charting platform for crypto markets with intuitive orderflow visualizations
Language:Rust 150Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
Language:Python 132Collect BinanceFutures's trade and orderbook(depth) feeds.
Language:Python 103crypto-lake / analysis-sharing
Sharing quantitative analyses on Crypto Lake data
Language:Jupyter Notebook 65aoki-h-jp / binance-bulk-downloader
A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COIN-M, options) and all data frequencies.
Language:Python 47Marfusios / crypto-websocket-extensions
🧰 Unified and optimized data structures across cryptocurrency exchanges
Language:C# 44Python API for accessing Lake high frequency tick trades & order book data
Language:Python 41Python GUI visualizing real-time market trading activity
Language:Python 25Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.
Language:Jupyter Notebook 21- Language:Scala 17
yurikoval / ex_tectonicdb
TectonicDB client library for Elixir to read/write L2 order book data
Language:Elixir 16- Language:Go 12
ridicoulous / Bitmex.Net
Open source .Net API wrapper for the web API and websockets API @bitmex cryptocurrency exchange
Language:C# 12- Language:Rust 9
web app visualizing footprint in crypto markets
Language:JavaScript 7bogdantimes / order-book-depth-loader
A tool that loads order book depth historical data for back-testing. Loads 1 minute frequency depth data provided by Crypto Chassis project.
Language:Go 3- Language:Vue 2
constsz / OrderBookRecorder
Records Order Book snapshots over a period of time into CSV files. Works for USDT pairs on Binance.
Language:Go 2- Language:Python 2
- Language:Jupyter Notebook 2
muhammad2702 / ArbitrageProject_V1
Collects order book data from multiple cryptocurrency exchanges and stores it using a Redis database using Kafka for efficiency
Language:Python 1hmanickam13 / CME-Practicum-Optimal-Execution
This repo contains code written by me for a practicum project done for the CME Group
Language:Jupyter Notebook 0- Language:Nim 0
