Orderbook Event Storage Using TectonicDB
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Updated
Sep 6, 2018 - Go
Orderbook Event Storage Using TectonicDB
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.
Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.
Order Book trader in Rust (experimenting with Rust)
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
A tool that loads order book depth historical data for back-testing. Loads 1 minute frequency depth data provided by Crypto Chassis project.
Records Order Book snapshots over a period of time into CSV files. Works for USDT pairs on Binance.
TectonicDB client library for Elixir to read/write L2 order book data
This repo contains code written by me for a practicum project done for the CME Group
Scala OrderBook Reconstructor for high-frequency order-flow data
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.
Open source .Net API wrapper for the web API and websockets API @BitMEX cryptocurrency exchange
Python GUI visualizing real-time market trading activity
Sharing quantitative analyses on Crypto Lake data
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.
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