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Top 23 market-data Open-Source Projects
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ccxt
A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges
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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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Krypto-trading-bot
Self-hosted crypto trading bot (automated high frequency market making) written in C++
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WorkOS
The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.
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example-scalping
A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio
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VisualHFT
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.
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Stocksera
Finance application that provides more than 60 different alternative data to retail investors
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stock-prediction-deep-neural-learning
Predicting stock prices using a TensorFlow LSTM (long short-term memory) neural network for times series forecasting
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trade-frame
C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]
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TOSDataBridge
A collection of resources for pulling real-time streaming data off of TDAmeritrade's ThinkOrSwim(TOS) platform; providing C, C++, Java and Python interfaces.
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dukascopy-node
✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨
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tardis-node
Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js
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opentick
A fast tick database for financial timeseries data, built on FoundationDB with simplified SQL layer (by open-trade)
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SaaSHub
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Project mention: JavaScript Libraries for Implementing Trendy Technologies in Web Apps in 2024 | dev.to | 2024-04-09CCXT
If you check the file here - https://github.com/ranaroussi/yfinance/blob/main/yfinance/base.py - you can see this is communicated via the "raise Exception('%s: %s' % (self.ticker, err_msg))" line. I'm trying to use the following to catch the exception but no luck.
Project mention: Krypto-trading-bot: NEW Extended Research - star count:3058.0 | /r/algoprojects | 2023-07-01
Project mention: Work with First, Second and Third Order Greeks Through the Finance Toolkit | news.ycombinator.com | 2024-01-17Over the last year I've spend a significant amount of time creating a Finance Toolkit in Python, it currently features over 150+ different metrics such as financial ratios, models, risk and performance metrics, technical indicators, macro-economic parameters and since today also all Greeks.
The Finance Toolkit is written in Python and is meant as a free solution to acquire a large range of financial metrics. My goal is to make financial calculations accessible to everyone as there is no point in reinventing the wheel over and over again which I've seen countless of times happen given that I work in the Financial Sector myself.
If you are interested give it a go: https://github.com/JerBouma/FinanceToolkit and find the recent release notes here that talk about the Greeks: https://github.com/JerBouma/FinanceToolkit/releases/tag/v.1....
Project mention: VisualHFT: Visualize market microstructure studies (update) | /r/quant | 2023-09-03I'm hoping this community can help me grow this project even further, to get traction and add even more things. Please SHARE! https://github.com/silahian/VisualHFT
Project mention: A Comprehensive List of Financial Market Data Resources | /r/Autisticats | 2023-07-03Stocksera Analysis Platform offers open-source analysis, financials, option data, and short volume and FTD data.
Project mention: stock-prediction-deep-neural-learning: NEW Deep Learning And Reinforcement Learning - star count:352.0 | /r/algoprojects | 2023-08-28
Alpaca, as mentioned before, is pretty easy. They have a python client (https://alpaca.markets/docs/python-sdk/) that's pretty good. Free trades on equities is nice. The problem with alpaca is that their free equity data is 15min delayed. I've also found their margin accounts to be hard to use programmatically so I only trade long with them. They have crypto but their commissions are high.
I might be breaking rule #6, but you could take a look at https://github.com/rburkholder/trade-frame, it knows how to deal with options (pricing & greeks), works with chains, can make entrance / exits based upon underlying, knows some combinations, can take profit, handle stops ....
NOTE:
The open source projects on this list are ordered by number of github stars.
The number of mentions indicates repo mentiontions in the last 12 Months or
since we started tracking (Dec 2020).
The latest post mention was on 2024-04-09.
market-data related posts
- cryptofeed: NEW Data - star count:1876.0
- cryptofeed: NEW Data - star count:1876.0
- cryptofeed: NEW Data - star count:1876.0
- VisualHFT: Visualize market microstructure studies (update)
- cryptofeed: NEW Data - star count:1821.0
- cryptofeed: NEW Data - star count:1821.0
- cryptofeed: NEW Data - star count:1821.0
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A note from our sponsor - WorkOS
workos.com | 20 Apr 2024
Index
What are some of the best open-source market-data projects? This list will help you:
| Project | Stars | |
|---|---|---|
| 1 | ccxt | 31,291 |
| 2 | yfinance | 11,778 |
| 3 | mplfinance | 3,335 |
| 4 | Krypto-trading-bot | 3,216 |
| 5 | FinanceToolkit | 2,333 |
| 6 | cryptofeed | 2,062 |
| 7 | alpaca-trade-api-python | 1,683 |
| 8 | BitcoinExchangeFH | 933 |
| 9 | Yahooquery | 728 |
| 10 | example-scalping | 720 |
| 11 | VisualHFT | 643 |
| 12 | Stocksera | 595 |
| 13 | roq-api | 454 |
| 14 | stock-prediction-deep-neural-learning | 431 |
| 15 | alpaca-py | 429 |
| 16 | trade-frame | 419 |
| 17 | TOSDataBridge | 308 |
| 18 | dukascopy-node | 280 |
| 19 | tardis-node | 277 |
| 20 | dados-financeiros | 238 |
| 21 | ib-gateway-docker | 220 |
| 22 | opentick | 192 |
| 23 | ib | 176 |
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