Topic: limit-order-book Goto Github
Some thing interesting about limit-order-book
Some thing interesting about limit-order-book
limit-order-book,Limit Order Book Implemented in Python
User: abcabhishek
limit-order-book,volatility harvester prototype
User: adlai
Home Page: atp://127.0.0.1:8080
limit-order-book,Building a fast matching engine in Rust for efficient processing of an ITCH order book.
User: amankrx
limit-order-book,Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
User: brprojects
limit-order-book,A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
User: chuacheowhuan
Home Page: https://chuacheowhuan.github.io
limit-order-book,Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
Organization: crypto-toolbox
limit-order-book,Binance Limit Order Book Recorder
User: dmitry-r
limit-order-book,Reinforcement learning environment for trading
User: drewstone
limit-order-book,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.
User: elenchev
Home Page: https://elenchev.github.io/order-book-heatmap/
limit-order-book,L3 Order Book and Matching Engine Implementaion in Java
User: eliquinox
limit-order-book,Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
User: ericbudish
limit-order-book,Ultra-fast Node.js Order Book written in TypeScript for high-frequency trading (HFT) :rocket::rocket:
User: fasenderos
Home Page: https://github.com/fasenderos/nodejs-order-book
limit-order-book,We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
Organization: financialcomputingucl
limit-order-book,Simulated markets based on Zero-Intelligence agent
Organization: hkust-db-capstone2020
limit-order-book,Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
User: jeonghwan-cheon
limit-order-book,Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morgan AI Research, 2019)>.
User: jeonghwan-cheon
limit-order-book,Probabilistic Programming Language for Order Execution and Routing Modeling
User: jialuechen
limit-order-book,Configurable Automated Limit Order Book
User: jmcph4
limit-order-book,A fast price-time-quantity limit order book (LOB) matching engine written in Rust
User: jmcph4
limit-order-book,A Python module for market simulation
User: jmcph4
limit-order-book,
User: juaanm0
limit-order-book,Time Series Prediction of Volume in LOB
User: kangoxford
limit-order-book,A C++ and Python implementation of the limit order book.
User: kautenja
Home Page: https://kautenja.github.io/limit-order-book/
limit-order-book,Using tabular and deep reinforcement learning methods to infer optimal market making strategies
User: kodagge
limit-order-book,National Stock Exchange of India Limit Order Book Simulation
User: lebedov
limit-order-book,Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'
User: leonardoberti00
limit-order-book,Nasdaq Order Book Reconstructor
User: martinobdl
limit-order-book,LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈
User: matteoprata
limit-order-book,
User: miroblog
limit-order-book,Master Thesis: Limit order placement with Reinforcement Learning
User: mjuchli
limit-order-book,Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
User: nicolezattarin
limit-order-book,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
User: nkaz001
limit-order-book,Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
Organization: orderbooktools
Home Page: https://pypi.org/project/crobat/
limit-order-book,A limit order book matching engine written in Julia
User: p-casgrain
limit-order-book,Build your own historical Limit Order Book dataset
User: pfei-sa
limit-order-book,JASA is a high-performance auction simulator written in JAVA. It is designed for performing experiments in agent-based computational economics.
User: phelps-sg
Home Page: http://jasa.sourceforge.net/
limit-order-book,Bitstamp real time console based limit order book
User: phil8192
limit-order-book,R package intended for visualisation, analysis and reconstruction of limit order book data
User: phil8192
limit-order-book,obAnalytics Shiny front-end
User: phil8192
limit-order-book,A platform for the testing and optimisation of trading algorithms.
User: rober-t
Home Page: https://approximatereality.com
limit-order-book,Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
User: rorysroes
limit-order-book,DeepLOB Implementation on Bitcoin Perpetual Data
User: s-razmi
limit-order-book,Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
User: sadighian
limit-order-book,VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
User: silahian
limit-order-book,Create a mid-price classifier for limit order books using a CNN and LSTM
User: tanvipotdar
limit-order-book,Stock market predictions based on order books.
User: thefebrin
limit-order-book,Deep learning approach for market price prediction, in JAX
User: toma-x
limit-order-book,A limit order match engine and backend service with simple account management using RESTful API in Rust-lang.
User: yangfh2004
limit-order-book,Rust Market Simulation Library with a Python API
User: zombie-einstein
Home Page: https://zombie-einstein.github.io/bourse/
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