This repo contains code written by me for a practicum project done for the CME Group
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Updated
May 22, 2023 - Jupyter Notebook
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.
Order Book trader in Rust (experimenting with Rust)
web app visualizing orderflow & footprint in crypto markets
close range orderbook heatmaps in Rust GUI
Python GUI visualizing real-time market trading activity
Orderbook Event Storage Using TectonicDB
Open source .Net API wrapper for the web API and websockets API @BitMEX cryptocurrency exchange
Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.
TectonicDB client library for Elixir to read/write L2 order book data
Scala OrderBook Reconstructor for high-frequency order-flow data
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.
Python API for accessing Lake high frequency tick trades & order book data
🧰 Unified and optimized data structures across cryptocurrency exchanges
Sharing quantitative analyses on Crypto Lake data
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