orderbook

The unofficial Python client for the Coinbase Pro API

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

DEPRECATED — The official Node.js library for Coinbase Pro

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

🦄 The unofficial Python client for the Uniswap exchange.

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

Example Order Book Imbalance Algorithm

High performance components for building Trading Platform such as ultra fast matching engine, order book processor

Database for L2 orderbook

An Open Source Cryptocurrency Exchange

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

A header-only C++ library for interacting with crypto exchanges. Binding for Python is provided. A spot market making application is also provided as an end-to-end solution for liquidity providers.

Matching Engine for Limit Order Book in Golang

Basic order matching engine written in Rust

A very light matching engine in Python.

financial exchange written in Go, designed for algorithmic trading tests

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.

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

Real-time Coinbase Exchange (GDAX) order book + basic market maker bot

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