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The Top 23 Orderbook Open Source Projects

Open source projects categorized as Orderbook
Categories > Orderbook
Micropriceindicator ⭐ 14
This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in the paper for US equities BAC and CVX, I am using the data for the Crypto pair ETHBTC. The data was pulled by me from Binance by subscribing to three different streams - Market Trades, Partial Depth and Orderbook Snapshot. Then these were combined to form the order-book and analysis done on the same.
most recent commit 6 years ago
Order Book ⭐ 14
Fast Limit order book implementation using AVL binary trees
most recent commit 8 years ago
Poloniex ⭐ 13
Poloniex API in Go
most recent commit 4 years ago
High Frequency Trading Orderbook ⭐ 12
Implementation of a simple (!high-frequency) trading platform, collecting quotes for trades and disseminating orders.
most recent commit 6 years ago
Simpleorderbook ⭐ 12
C++(11) financial market orderbook and matching engine with Python extension module
most recent commit 3 years ago
Bitmex.net ⭐ 12
Open source .Net API wrapper for the web API and websockets API @bitmex cryptocurrency exchange
total releases 102most recent commit 6 months ago
Remob ⭐ 12
REMote OrderBook is a Python based, redis backed, order book for financial instruments which allows an order book to be kept remotely on redis and accessed for analysis quickly and easily.
total releases 1most recent commit 7 years ago
Rapidtrader ⭐ 12
A low-latency, high-throughput order matching system implementation.
most recent commit a year ago
Bitstamp Python Websocket Client ⭐ 12
Nearly ready implementation of Bitstamp's websocket client in Python.
most recent commit 7 years ago
Ntfdl ⭐ 11
Download intraday and historical data from the norwegian broker Netfonds ASA
most recent commit 6 years ago
Liquid ⭐ 11
Arbitrage bot to provide liquidity between two Bitcoin exchanges.
most recent commit 8 years ago
Bitmex Client ⭐ 11
most recent commit 7 years ago
Marketmaker ⭐ 11
Marketmaker trading strategy
most recent commit 8 years ago
Amm Bots ⭐ 11
Automated market making bots to provide liquidity for hydro relayers
most recent commit 5 years ago
Iextrading4j Book ⭐ 11
IEX Trading open source incremental Order Book implementation
total releases 1most recent commit 3 years ago
Py Etherdelta ⭐ 10
Python client for interacting with the EtherDelta API and Smart Contracts.
total releases 24most recent commit 5 years ago
Bitmex Local Proxy ⭐ 10
A simple proxy to the BitMEX API, intended for use with webapps.
most recent commit 10 years ago
Python Trading Algo Oanda Api ⭐ 10
Python FX trading via the OANDA V20 REST API
most recent commit 7 years ago
Gate.io ⭐ 10
Nodejs api wrapper for gate.io
dependent packages 2total releases 1most recent commit 6 years agonpm gate.io} Downloads
Tomox Market Maker ⭐ 10
Simple market maker to create liquidity for TomoX
most recent commit 4 years ago
Go Orderbook ⭐ 10
The pkg go-orderbook implements a limit order book for high-frequency trading (HFT), as described by WK Selph.
most recent commit 9 months ago
Coinbase_trader ⭐ 10
A python application to set complex Coinbase trading orders. Limits, stop losses, trailing stop losses, ect.
most recent commit 10 years ago
Pyexchange ⭐ 10
Python wrapper of cryptocurrency exchange pubilc APIs
most recent commit 6 years ago
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