Example python script replicating remote orderbook from websocket stream

Download intraday and historical data from the norwegian broker Netfonds ASA

Limit Order Book Implemented in Python

Using Q-learning to better navigate orderbooks.

Fork of the Discord orderbook bot from the Nyzo project. Repurposed and modded for Bismuth

Python client for interacting with the EtherDelta API and Smart Contracts.

OrderBook Simulator with Limit and Iceberg functionality

this script downloads the full Level-3 Order Book in real-time from the Coinbase Trading platform https://pro.coinbase.com/, which is a digital currency exchange. This script enables you to maintain an accurate and up-to-date copy of the exchange order book.

Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.

Python Dash app that tracks whale activity in Bitmex XBTUSD market.

This is my master thesis project: A microstructural simulation of the Fokker-Planck Equation describing the Latent Order Book in Financial Markets. Here, I am trying to reproduce the Herding Behavior in Investors' decisions and how this affects the asset price

Algorithmic trading bot using bitmex API with a simple UI in terminal

Real-time Coinbase Exchange (GDAX) order book + basic market maker bot

A Python API for Coinbase Pro

Custom maket data archiver into level 2 order books

In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Network is used as an example of potential solution for such problem.

Streaming order book data from TD Ameritrade API

Order Book with core functionality

Fast, Multi threaded and Efficient Trade Matching Engine

400k orders per second at a 2.5 μs (avg.) latency order matching engine in python