358 results for “topic:orderbook”
Open source software that helps you create and deploy high-frequency crypto trading bots
Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
The unofficial Python client for the Coinbase Pro API
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
🦄 The unofficial Python client for the Uniswap exchange.
High performance components for building Trading Platform such as ultra fast matching engine, order book processor
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
DEPRECATED — The official Node.js library for Coinbase Pro
Example Order Book Imbalance Algorithm
Free self-hosted market-making bot for crypto projects & token issuers. Volume, spread, liquidity, price ranges, and dynamic order books — all in one.
Database for L2 orderbook
Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.
Matching Engine for Limit Order Book in Golang
An Open Source Cryptocurrency Exchange
financial exchange written in Go, designed for algorithmic trading tests
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.
Exchange Starter Kit to run your own Digital Asset Trading Exchange Platform
Basic order matching engine written in Rust
A very light matching engine in Python.
Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js
:book: An Order Book app built with React/Typescript and powered by WebSockets.
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
A fast L2/L3 orderbook data structure, in C, for Python
A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading systems, with a focus on concurrent access patterns and lock-free data structures.
Urani's first MEV agent template. It listens for batches, parses them, checks for P2P matches, and spins threads for best quotes through arbitrage in different AMMs.
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
Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
Orderbook PoC for the demo day at the Solana Colosseum Accelerator (This is not the Urani Protocol).
A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and real time data integration from Binance