orderbook-tick-data topic

List orderbook-tick-data repositories

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

tardis-node

280
Stars
64
Forks
Watchers

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

tardis-machine

230
Stars
44
Forks
Watchers

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

order-book-heatmap

358
Stars
94
Forks
Watchers

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 explorat...

tardis-python

108
Stars
17
Forks
Watchers

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

ex_tectonicdb

16
Stars
1
Forks
Watchers

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

VisualHFT

717
Stars
145
Forks
Watchers

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...

crypto-websocket-extensions

40
Stars
9
Forks
Watchers

🧰 Unified and optimized data structures across cryptocurrency exchanges

hftbacktest

1.1k
Stars
273
Forks
Watchers

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.

analysis-sharing

47
Stars
13
Forks
Watchers

Sharing quantitative analyses on Crypto Lake data