Top 22 orderbook Open-Source Projects

• coinbasepro-python

  10 1,820 0.0 Python

  The unofficial Python client for the Coinbase Pro API

Project mention: Unable to connect to coinbase pro API | /r/CoinBase | 2023-05-21

I'm trying to set up algo trading through the Blankly Python library. I've generated my Coinbase Pro API keys, but when I try to enter them it always tells me that it failed to connect, and to check to make sure my keys are correct. I'm quite certain that they are, and I made a new set of API keys just in case something was wrong with the first set. I also cannot create an "authenticated client" as described on their readme because the cbpro library is out of date and currently incompatible with blankly.

• SGX-Full-OrderBook-Tick-Data-Trading-Strategy

  35 1,749 0.0 Jupyter Notebook

  Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

Project mention: HFT: High frequency trading. Extended Research - star count:1469.0 | /r/algoprojects | 2023-07-08

• InfluxDB

  www.influxdata.com featured

  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.

  

• HFT-Orderbook

  32 937 0.0 C

  Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

  

Project mention: HFT-Orderbook: NEW Extended Research - star count:857.0 | /r/algoprojects | 2023-12-10

• uniswap-python

  3 892 5.2 Python

  🦄 The unofficial Python client for the Uniswap exchange.

  

• crypto-rl

  10 799 0.0 Python

  Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

Project mention: crypto-rl: Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders) | /r/algoprojects | 2023-12-10

• example-hftish

  22 721 0.0 Python

  Example Order Book Imbalance Algorithm

  

Project mention: example-hftish: NEW Extended Research - star count:604.0 | /r/algoprojects | 2023-05-27

• tectonicdb

  8 648 2.5 Rust

  Database for L2 orderbook

• SaaSHub

  www.saashub.com featured

  SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives

  

• mmb

  2 483 0.0 Rust

  Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.

  

• orderbook

  0 401 0.0 Go

  Matching Engine for Limit Order Book in Golang

• LightMatchingEngine

  1 309 0.0 Python

  A very light matching engine in Python.

• hollaex-kit

  5 305 9.9 JavaScript

  Exchange Starter Kit to run your own Digital Asset Trading Exchange Platform

  

• tardis-node

  1 278 7.9 TypeScript

  Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js

  

• algotrading-example

  4 268 3.9 Jupyter Notebook

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

• tardis-machine

  13 230 7.3 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

  

Project mention: tardis-machine: NEW Data - star count:218.0 | /r/algoprojects | 2023-12-09

• go-hft-orderbook

  2 193 0.0 Go

  Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges

Project mention: go-hft-orderbook: NEW Extended Research - star count:151.0 | /r/algoprojects | 2023-08-12

• lobster

  11 97 10.0 Rust

  A fast in-memory limit order book (LOB). (by rubik)

• viperfish

  4 60 8.0 C++

  Library for algorithmic trading

  

Project mention: viperfish: NEW Extended Research - star count:55.0 | /r/algoprojects | 2023-10-22

• DistributedATS

  1 56 7.2 C++

  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS

• Order-Matching-Engine

  1 47 0.0 Python

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

• analysis-sharing

  1 46 6.2 Jupyter Notebook

  Sharing quantitative analyses on Crypto Lake data

  

• TheWorldExchange

  1 36 3.2 JavaScript

  A purely client-side wallet and direct interface showcasing the full functionality of Ripple / blockchain.

• on-chain-dex

  1 14 3.6 JavaScript

  📈 100% on-chain central limit order book DEX on Ethereum

• SaaSHub

  www.saashub.com featured

  SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives

  

orderbook related posts

• crypto-rl: Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders)

  1 project | /r/algoprojects | 10 Dec 2023

• HFT-Orderbook: NEW Extended Research - star count:857.0

  1 project | /r/algoprojects | 10 Dec 2023

• tardis-machine: NEW Data - star count:218.0

  1 project | /r/algoprojects | 9 Dec 2023

• tardis-machine: NEW Data - star count:218.0

  1 project | /r/algoprojects | 8 Dec 2023

• tardis-machine: NEW Data - star count:218.0

  1 project | /r/algoprojects | 7 Dec 2023

• tardis-machine: NEW Data - star count:218.0

  1 project | /r/algoprojects | 7 Dec 2023

• tardis-machine: NEW Data - star count:218.0

  1 project | /r/algoprojects | 6 Dec 2023
• A note from our sponsor - InfluxDB
  www.influxdata.com | 14 May 2024

  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. Learn more →

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