32 skills found · Page 1 of 2
nkaz001 / HftbacktestFree, 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
rorysroes / SGX Full OrderBook Tick Data Trading StrategyProviding the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
flowsurface-rs / FlowsurfaceA native desktop charting platform for crypto markets
visualHFT / VisualHFTVisualHFT 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.
bradleyboyuyang / ML HFTHigh frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
Elenchev / Order Book HeatmapOrderBook 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.
joaquinbejar / OrderBook RsA high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading systems, with a focus on concurrent access patterns and lock-free data structures.
tardis-dev / Tardis NodeConvenient access to tick-level real-time and historical cryptocurrency market data via Node.js
tardis-dev / Tardis MachineLocally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market data via HTTP and WebSocket APIs
tardis-dev / Tardis PythonPython client for tardis.dev - historical tick-level cryptocurrency market data replay API.
nkaz001 / Collect BinancefuturesCollect BinanceFutures's trade and orderbook(depth) feeds.
aoki-h-jp / Binance Bulk DownloaderA 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.
crypto-lake / Lake ApiPython API for accessing Lake high frequency tick trades & order book data
crypto-lake / Analysis SharingSharing quantitative analyses on Crypto Lake data
Marfusios / Crypto Websocket Extensions🧰 Unified and optimized data structures across cryptocurrency exchanges
akenshaw / Btcusdt OrderflowPython GUI visualizing real-time market trading activity
pseudocodes / Goctp L3 Estimate国内 CTP 期货期权订单簿 L3 可视化工具
nkaz001 / Data TardisProcess tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.
haosongQuant / OrderBook Tick Data Tradingverify OrderBook Tick Data Trading Strategy on futures.
phelps-sg / ScobreScala OrderBook Reconstructor for high-frequency order-flow data
