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

A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.

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

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

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

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

Collect BinanceFutures's trade and orderbook(depth) feeds.

Sharing quantitative analyses on Crypto Lake data

🧰 Unified and optimized data structures across cryptocurrency exchanges

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

Scala OrderBook Reconstructor for high-frequency order-flow data

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

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

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

Orderbook Event Storage Using TectonicDB

A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COIN-M, options) and all data frequencies.

Python GUI visualizing real-time market trading activity

Records Order Book snapshots over a period of time into CSV files. Works for USDT pairs on Binance.