Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market data via HTTP and WebSocket APIs
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Updated
Jun 24, 2024 - TypeScript
Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market data via HTTP and WebSocket APIs
Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js
close range orderbook heatmaps in Rust GUI
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, with real-world crypto market-making examples for Binance Futures
🧰 Unified and optimized data structures across cryptocurrency exchanges
Collect BinanceFutures's trade and orderbook(depth) feeds.
Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
Python API for accessing Lake high frequency tick trades & order book data
web app visualizing orderflow & footprint in crypto markets
VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
Sharing quantitative analyses on Crypto Lake data
Python GUI visualizing real-time market trading activity
Open source .Net API wrapper for the web API and websockets API @BitMEX cryptocurrency exchange
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.
Scala OrderBook Reconstructor for high-frequency order-flow data
This repo contains code written by me for a practicum project done for the CME Group
TectonicDB client library for Elixir to read/write L2 order book data
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