orderbook-tick-data

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

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

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.

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

Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.

🧰 Unified and optimized data structures across cryptocurrency exchanges

TectonicDB client library for Elixir to read/write L2 order book data

Scala OrderBook Reconstructor for high-frequency order-flow data

Open source .Net API wrapper for the web API and websockets API @BitMEX cryptocurrency exchange

Orderbook Event Storage Using TectonicDB

Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.

High frequency trading (HFT) strategies built for futures using machine learning and deep learning techniques.

Order Book trader in Rust (experimenting with Rust)