Ecosyste.ms: Repos

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GitHub topics: orderbook-snapshots

Python API for accessing Lake high frequency tick trades & order book data

Language: Python - Size: 126 KB - Last synced: 7 days ago - Pushed: about 1 month ago - Stars: 20 - Forks: 3

Periodically crawl order books from popular bitcoin exchanges

Language: Python - Size: 32.2 KB - Last synced: about 2 months ago - Pushed: over 2 years ago - Stars: 1 - Forks: 0

crypto aggregator of order books, trades, liquidations, open interest by levels

Language: Python - Size: 7.43 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 0 - Forks: 0

Cryptocurrency Exchange and Sentiment data fetcher and syncronizer.

Language: TypeScript - Size: 396 KB - Last synced: 23 days ago - Pushed: almost 3 years ago - Stars: 68 - Forks: 24

A C++ project which implements two orderbooks that sorts and outputs the best bids and asks.

Language: C++ - Size: 16.6 KB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 1 - Forks: 0

Scala OrderBook Reconstructor for high-frequency order-flow data

Language: Scala - Size: 65 MB - Last synced: 10 months ago - Pushed: 10 months ago - Stars: 15 - Forks: 6

Load, build and visualize volatility analytics from Deribit.

Language: Python - Size: 184 MB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 3 - Forks: 0

CCXT framework for the limit orderbook. Calculates the rate of change, the spread & amount of pulled bids/asks

Language: Python - Size: 43 KB - Last synced: 11 months ago - Pushed: 11 months ago - Stars: 1 - Forks: 0

Application of machine learning to the Coinbase (GDAX) orderbook

Language: Jupyter Notebook - Size: 287 MB - Last synced: over 1 year ago - Pushed: over 1 year ago - Stars: 91 - Forks: 24

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