orderbooks topic
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orderbooks repositories
orderbooks
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Simple utility classes to handle orderbook snapshot & delta events in node.js, with examples for Bybit & Binance.
gitbitex-new
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an open source cryptocurrency exchange
hftbacktest
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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.