Replay/analyse historical orderbook data

A simple orderbook implementation in Python with sorted lists.

Extract TOPS (top N best bid & best ask prices and sizes) from L2 orderbook data.

Build orderbook via crypto exchange Kraken API

this script downloads the full Level-3 Order Book in real-time from the Coinbase Trading platform https://pro.coinbase.com/, which is a digital currency exchange. This script enables you to maintain an accurate and up-to-date copy of the exchange order book.

Order‑book liquidity feature engineering + SHAP analysis (XGBoost) with Triple‑Barrier labels; reads OHLCV & depth from SQLite and saves plots to docs/images.

This bot analyses the prices at particular depth levels of the bid and ask orderbook of all of the coins on Polo.

Streaming order book data from TD Ameritrade API

⚡ Ultra-low-latency HFT platform: FPGA (14ns FIX), GPU TensorRT (<1ms ML), lock-free, DPDK. 350ns latency, 500K orders/sec. Production-ready. 99.99% uptime.

Order Book trader in Rust (experimenting with Rust)

Implementation of a simple orderbook in Python

Collects order book data from multiple cryptocurrency exchanges and stores it using a Redis database using Kafka for efficiency

Order Book with core functionality

Real-time data mining and processing tool, bridging the world of Binance and TradingView. Harness real-time data for informed decisions. Explore an insightful article on depth processing and data labeling:

This is my master thesis project: A microstructural simulation of the Fokker-Planck Equation describing the Latent Order Book in Financial Markets. Here, I am trying to reproduce the Herding Behavior in Investors' decisions and how this affects the asset price

A practical client-server orderbook for learning purposes

polymarket spike trading bot, orderbook monitoring, spike trading

bitcoin p2p orderbook bot

A simple application that scans completed orders from the Bybit order book for the exchange's main cryptocurrencies. Chart information appears approximately 2-3 seconds ahead of movements on the Bybit or TradingView chart. Useful for scalpers using ultra-short timeframes. The coin list can be modified in the source code.