Any orderbook traders?

This page summarizes the projects mentioned and recommended in the original post on /r/algotrading
Trading C# algorithmic-trading-engine Quantconnect lean-engine

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  • algotrading-example

    algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)

    • Sounds very similar to what I'm doing. Check out my repo. https://github.com/nkaz001/algotrading-example

  • Lean

    Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

    • I suspect you are trying to use it through their site and that's why they are charging you. You can download the software from their GitHub and run it locally or on your own cloud server. It's a few extra steps but worth saving the money imo. Can do optimizations and back testing with no restrictions. https://github.com/QuantConnect/Lean

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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