Build orderbook via crypto exchange Kraken API
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Updated
Mar 17, 2023 - Python
Build orderbook via crypto exchange Kraken API
Order‑book liquidity feature engineering + SHAP analysis (XGBoost) with Triple‑Barrier labels; reads OHLCV & depth from SQLite and saves plots to docs/images.
⚡ 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.
Real-time Orderbook Data Pipeline (Kafka, Python, Docker). This project demonstrates a production-inspired real-time data pipeline for market/trading data. It simulates high-frequency orderbook ticks, publishes them to Kafka, and verifies durable ingestion using containerized infrastructure.
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Tiny implementation of a simple exchange
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Collects order book data from multiple cryptocurrency exchanges and stores it using a Redis database using Kafka for efficiency
A practical client-server orderbook for learning purposes
Fork of the Discord orderbook bot from the Nyzo project. Repurposed and modded for Bismuth
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.
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