Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
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Updated
Jan 12, 2022 - Python
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
The C++23 interfaces used to communicate between trading strategies and market gateways.
duka - Dukascopy historical data downloader
✨ Download historical price tick data for Crypto, Stocks, ETFs, CFDs, Forex via CLI and Node.js ✨
Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
The official Rust client library for Databento
Generate candlesticks from your tick data in realtime.
Jupyter notebooks, accompanying the FinDS Python repo: contains code examples and results for 30+ financial data science projects
🔌 Aggregate candlesticks from high frequency tick data from WebSockets
The official C++ client library for Databento
Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on structured and unstructured financial data sets
Python API for accessing Lake high frequency tick trades & order book data
Scala OrderBook Reconstructor for high-frequency order-flow data
Download intraday and historical data from the norwegian broker Netfonds ASA
In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Network is used as an example of potential solution for such problem.
Download, convert and export Dukascopy tick data. Package converts tick data from proprietary Bi5 format to standard CSV file with raw tick data or OHLCV data resampled to custom time frame resolution.
A Java API for the high quality, market-data-vendor "DTN IQFeed" https://iqfeed.net
Open source .Net API wrapper for the web API and websockets API @BitMEX cryptocurrency exchange
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