limit-order-book topic

A C++ and Python implementation of the limit order book.

Kautenja

Master Thesis: Limit order placement with Reinforcement Learning

mjuchli

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

sadighian

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.

ChuaCheowHuan

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

rorysroes

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

Crypto-toolbox

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...

Elenchev

Nasdaq Order Book Reconstructor

martinobdl

R package intended for visualisation, analysis and reconstruction of limit order book data

phil8192

miroblog