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Search results for orderbook tick data

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15 search results found

Sgx Full Orderbook Tick Data Trading Strategy ⭐ 1,151

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

Hftbacktest ⭐ 753

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

Visualhft ⭐ 590

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.

Tardis Node ⭐ 267

Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js

Tardis Machine ⭐ 222

Locally 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 Python ⭐ 96

Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.

Analysis Sharing ⭐ 39

Sharing quantitative analyses on Crypto Lake data

Crypto Websocket Extensions ⭐ 29

🧰 Unified and optimized data structures across cryptocurrency exchanges

High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

Lake Api ⭐ 16

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

Ex_tectonicdb ⭐ 15

TectonicDB client library for Elixir to read/write L2 order book data

Scala OrderBook Reconstructor for high-frequency order-flow data

Bitmex.net ⭐ 12

Open source .Net API wrapper for the web API and websockets API @bitmex cryptocurrency exchange

Collect Binancefutures ⭐ 7

Collect BinanceFutures's trade and orderbook(depth) feeds.

Orderbook Event Storage Using TectonicDB

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