limit-order-book topic
nseindia_lob
National Stock Exchange of India Limit Order Book Simulation
hftbacktest
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.
crobat
Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
HFT-Races
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
Axial-LOB-High-Frequency-Trading-with-Axial-Attention
Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'
LOBCAST
LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈
Risk-based_RL_for_Optimal_Trading_Execution
Reinforcement-Learning-for-Market-Making
Using tabular and deep reinforcement learning methods to infer optimal market making strategies
binance-LOB
Build your own historical Limit Order Book dataset
Volume-Forecasting
Time Series Prediction of Volume in LOB