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Dec 13, 2020 - Python
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orderbook
Here are 102 public repositories matching this topic...
The unofficial Python client for the Coinbase Pro API
wrapper
bitcoin
trading
coinbase
ethereum
websocket-client
python-client
exchange
libaray
orderbook
coinbasepro
coinbasepro-api
cbpro
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
python
machine-learning
trading
feature-selection
model-selection
quant
trading-strategies
investment
market-maker
feature-engineering
algorithmic-trading
backtesting-trading-strategies
limit-order-book
quantitative-trading
orderbook
market-microstructure
high-frequency-trading
market-making
orderbook-tick-data
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Feb 14, 2017 - Jupyter Notebook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
c
avl-tree
python3
self-balancing-trees
bst
limit-order-book
orderbook
order-management
doubly-linked-list
high-frequency-trading
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Sep 2, 2018 - C
Example Order Book Imbalance Algorithm
python
finance
real-time
trading
async
numpy
python3
asyncio
trading-algorithms
hft
hft-trading
orderbook
alpaca
nats-streaming
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Feb 6, 2020 - Python
An Open Source Cryptocurrency Exchange
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Nov 20, 2019 - Go
Database for L2 orderbook
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Dec 15, 2020 - Rust
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
mongodb
bitcoin
trading
coinbase
multiprocessing
deep-reinforcement-learning
multithreading
dqn
tickstore
arctic
recorder
trading-algorithms
cryptocurrencies
bitfinex
hft
order-book
limit-order-book
orderbook
tick-data
coinbase-pro
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Nov 5, 2020 - Python
High performance components for building Trading Platform such as ultra fast matching engine, order book processor
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Dec 14, 2020 - C++
A very light matching engine in Python.
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May 12, 2020 - Python
Matching Engine for Limit Order Book in Golang
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May 15, 2019 - Go
Real-time Coinbase Exchange (GDAX) order book + basic market maker bot
python
trading
coinbase
trading-bot
python3
asyncio
python-3
gdax
gdax-python
gdax-api
coinbase-api
orderbook
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Jun 23, 2020 - Python
financial exchange written in Go, designed for algorithmic trading tests
html
golang
grpc
exchange
fix
trading-strategies
trading-algorithms
trade
quickfix
multicast
cui
orderbook
grpc-go
financial-exchange
marketdata
quickfixgo
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Apr 20, 2020 - Go
Official proof decentralized exchange matching engine
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Apr 12, 2019 - Go
Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js
real-time
trading
websocket
exchange
market-data
btc
eth
arbitrage
historical-data
orderbook
bitmex
cryptocurrency-exchanges
binance
ccxt
bitmex-api
cryptocurrency-api
orderbook-tick-data
bitmexbot
deribit
async-iterable
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Dec 18, 2020 - TypeScript
Basic order matching engine written in Rust
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Apr 13, 2018 - Rust
The fastest order book implementation for the BitMEX WebSocket API.
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Jul 16, 2018 - JavaScript
Open
fix scrape_start()
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timothyyu
commented
Aug 22, 2018
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boolean flag for scrape_running() status
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save to raw_data_pipeline folder
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timezone basis/reference config (timezone of scrape)
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outline of function def for new hour of data (mock function)
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outline of error handling if scrape interrupted
Bitcoin and Ethereum price API integration examples in csharp, java, nodejs, golang, python, php and ruby
javascript
python
java
csharp
bitcoin
rest-api
ethereum
websocket-api
orderbook
exchange-data
ticker-data
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Feb 5, 2020 - JavaScript
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
ethereum
btc
arbitrage
historical-data
real-time-data
orderbook
bitmex
data-feeds
binance
ccxt
historical-cryptocurrency-prices
cryptocurrency-api
orderbook-tick-data
deribit
websocket-endpoints
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Dec 17, 2020 - TypeScript
Exchange Starter Kit to run your own Digital Asset Trading Exchange Platform
crypto
cryptocurrency
exchange
trading-platform
build-tools
orderbook
digital-asset
bitholla
hollaex
hollaex-kit
hollaex-cli
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Dec 26, 2020 - HTML
A web-based Depth-Of-Market visualization for data of the Poloniex cryptocurrency exchange.
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Jul 15, 2020 - JavaScript
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Jun 26, 2018 - JavaScript
Limit Order Book Implemented in Python
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Jan 3, 2018 - Python
Follow the bittrex.com orderbook in real time
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Dec 24, 2018 - JavaScript
Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
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Dec 17, 2020 - Python
csharp
bitcoin
trading
coinbase
ethereum
trading-api
gdax
gdax-api
orderbook
coinbase-pro
coinbasepro
coinbasepro-api
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Dec 26, 2020 - C#
Alpha implementation of the Sprawl distributed marketplace protocol.
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May 27, 2020 - Go
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It is unclear how to use something like get_token_balance() with respect to the Uniswap v2 factory contract. I am trying to view the amount of a token in the Uniswap v2 liquidity pool, and it seems all I can check is the ERC20 token balance globally.
Edit: I see now I can use get_ex_token_balance(), but I am receiving the Uniswap v1 pool amounts. When I switch to version 2 the Factory methods