Binance Historical Market Data download utility written in Nim

Order Book trader in Rust (experimenting with Rust)

This repo contains code written by me for a practicum project done for the CME Group

A tool that loads order book depth historical data for back-testing. Loads 1 minute frequency depth data provided by Crypto Chassis project.

Records Order Book snapshots over a period of time into CSV files. Works for USDT pairs on Binance.

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

web app visualizing orderflow & footprint in crypto markets

Python API for accessing Lake high frequency tick trades & order book data

Python GUI visualizing real-time market trading activity

Orderbook Event Storage Using TectonicDB

Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.

Scala OrderBook Reconstructor for high-frequency order-flow data

Cross-platform desktop app visualizing basic orderflow in crypto markets

A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COIN-M, options) and all data frequencies.

🧰 Unified and optimized data structures across cryptocurrency exchanges

Open source .Net API wrapper for the web API and websockets API @BitMEX cryptocurrency exchange

Sharing quantitative analyses on Crypto Lake data