mugglezxx Goto Github PK

order-book-heatmap

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.

orderimbalance

Order Imbalance Strategy in High Frequency Trading

orderly

A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream

osengine

Open Source algo trading platform

pairs-pipeline

Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for cointegration using the Johansen test, then runs in-sample backtests on all cointegrating pairs, then runs an out-of-sample backtest on the 5 best performing pairs.

pairs_trading

experiments with pair trading

plotters

A rust drawing library for high quality data plotting for both WASM and native, statically and realtimely 🦀 📈🚀

pm

Everything there is to know about Flashbots

pml-book

"Probabilistic Machine Learning" - a book series by Kevin Murphy

poly-flash

Flashloan on Polygon

portfolio-wasserstein-ball

Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elasticity of variance model

power-law-distribution-lead-lag-effect-and-investment-strategies-in-stock-markets

pythonmatchingengine

High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading Strategies

q-evm

MEV Bot written in q using kdb+

quant-resources

resources of quantitative trading

quantdocker

QuantDocker

quote-stream

Push JSON stock quotes in real-time over websockets.

ready_trader_go

real-time-fxcm

High Frequency Intraday Trading

redpanda

Redpanda is a streaming data platform for developers. Kafka API compatible. 10x faster. No ZooKeeper. No JVM!

reinforcement-learning-for-market-making

Using tabular and deep reinforcement learning methods to infer optimal market making strategies

roq-api

The Roq C++20 API used for Live Cryptocurrency Algorithmic and High-Frequency Trading as well as for Back-Testing and Historical Simulation

roq-cmake

CMake modules

roq-samples

Demonstrates how to use the Roq C++20 API for Live Cryptocurrency Algorithmic and High-Frequency Trading as well as for Back-Testing and Historical Simulation

rust-high-performance

Rust High Performance, published by Packt

saat

Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex API

scobre

Scala OrderBook Reconstructor for high-frequency order-flow data

scsvs

Smart Contract Security Verification Standard

sdk

Bitwyre's Software Development Kit - Algorithmic Trading

sg14

A library for Study Group 14 of Working Group 21 (C++)