orderbook-tick-data

Open-source projects categorized as orderbook-tick-data
Edit details
Language: + Jupyter Notebook + TypeScript + Rust + C# + Python
Topics: orderbook Trading Binance high-frequency-trading limit-order-book
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.
www.influxdata.com
featured

Top 7 orderbook-tick-data Open-Source Projects

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

    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

  • hftbacktest

    A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

    • Project mention: Show HN: Open-Sourcing High-Frequency Trading and Market-Making Backtesting Tool | news.ycombinator.com | 2023-10-30

  • 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.

    InfluxDB logo

  • 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.

    • Project mention: VisualHFT: Visualize market microstructure studies (update) | /r/quant | 2023-09-03

    I'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

  • tardis-node

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

  • tardis-machine

    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

  • collect-binancefutures

    Collect BinanceFutures's trade and orderbook(depth) feeds.

  • analysis-sharing

    Sharing quantitative analyses on Crypto Lake data

  • SaaSHub

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

    SaaSHub logo
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).

Index

What are some of the best open-source orderbook-tick-data projects? This list will help you:

Project Stars
1 SGX-Full-OrderBook-Tick-Data-Trading-Strategy 1,749
2 hftbacktest 1,066
3 VisualHFT 663
4 tardis-node 278
5 tardis-machine 230
6 collect-binancefutures 74
7 analysis-sharing 46

Sponsored
SaaSHub - Software Alternatives and Reviews
SaaSHub helps you find the best software and product alternatives
www.saashub.com