orderbook

Open source software that helps you create and deploy high-frequency crypto trading bots

Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit

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

The unofficial Python client for the Coinbase Pro API

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

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

DEPRECATED — The official Node.js library for Coinbase Pro

Example Order Book Imbalance Algorithm

Database for L2 orderbook

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

An Open Source Cryptocurrency Exchange

Matching Engine for Limit Order Book in Golang

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.

Basic order matching engine written in Rust

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

A very light matching engine in Python.

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