level2 开源项目推荐（47 个）

fpga2u /AXOrderBook

A股订单簿工具，使用逐笔行情进行订单簿重建、千档快照发布、各档委托队列展示等，包括python模型和FPGA HLS实现。

zzhahn /a_stock_level2_data

A股level2行情数据接口 level2行情 level2数据 level2接口 level2实时行情 L2实时行情 level2实时 L2实时 实时level2 实时L2 实时行情 level2行情数据 level2数据接口 股票level2 A股level2 L2行情 L2数据 L2接口 逐笔成交 逐笔成交明细 逐笔委托 委托明细 十档盘口 盘口数据 委托队列 订单簿 集合竞价 实时行情接口 行情数据接口 毫秒级行情 低延迟行情 资金流向 龙虎榜 K线 无界面服务器 AI Agent 自动取数 | A-share Level-2 realtime market data API: level2 quotes, tick trades, order book, order queue

jvQuant /OpenAPIDemo

jvQuant OpenAPI Level2实时行情接口，Websocket行情订阅，支持券商实盘交易接口和实时行情数据外部引出。 行情速度超wind/同花顺/通达信/大智慧。包含Python/JAVA/Golang/C++/PHP调用示例。

wangpage /quant-ashare

机构级 A股量化系统 - Hermes 多智能体 + Barra 中性化 + Level2 微结构 + 15 个圈内 tricks 完整实现

sazamansari /node.js-_microservices

Express.js is a framework of Node.js for building efficient, scalable Node.js server-side applications. It uses modern JavaScript, is built with JavaScript (preserves compatibility with pure JavaScript) and combines elements of OOP (Object Oriented Programming), FP (Functional Programming), and FRP (Functional Reactive Programming).

guoyaohua /limit-up-sniper

面向中国 A 股首板涨停研究的 Python 量化交易系统，支持实时 Tick、QMT/XTQuant、模拟或实盘执行、影子验证与盘后复盘。

xpertdev /tdameritrade-streaming

Streaming order book data using TD Ameritrade API

SlickQuant /slick-orderbook

High-performance C++23 orderbook library for financial trading systems - exceeds all performance targets by 2-40x

baseredge /limit_up_watcher

涨停猎手 — 大A涨停打板排队实时监控库 Python 库 --基于达塔接口 dat.gt.tc

n4mwd /TRS-8051

TRS-80 Level 2 BASIC rewrite intended for a Silicon Labs Laser Bee 8051 processor.

stardot /Acorn-Fileservers

Acorn FileServers for 8 bit machines, Level1, Level2, Level3, FileStore

jalv92 /NT8ReplayDownloader

NinjaTrader 8 Add-On that bulk-downloads Market Replay days, discovers the server's retention floor on its own, resolves the front-month contract per date, and verifies market depth on every file.

submato /ashare-l2

免费 A 股 Level-2 历史行情数据索引：沪深十档盘口、逐笔委托与逐笔成交 CSV，含字段说明、样例和下载入口。中国 A 股 L2 行情数据。

csahli /TOGAF_EA_10_Prep

TOGAF® Standard, 10th Edition · Study Tool

jalv92 /Trading-radar

NinjaTrader 8 add-on: a Level-2 'sonar ladder' that tracks liquidity walls with memory and classifies absorbed / pulled / consumed outcomes. Deterministic, unit-tested C# engine.

CyberFlameGO /AS91896

My AS91896 work

strader07 /py-orderbook

Custom maket data archiver into level 2 order books

SysAdminDoc /OpenRadar

Free desktop weather radar for Windows. Decodes NEXRAD Level II, MRMS, GOES lightning and GFS wind locally in Rust. No account, no API key, no paid tiers.

Apollo-Level2-Web-Dev /L2B2-Frontend-Track-Assignment-5

该项目在 GitHub 上没有填写描述

ig50-service /ig50-official

IG50本地股票数据引擎，518个数据集覆盖A股港股美股基金全市场，3秒两万+个股行情落盘本地，L2深度数据本地落盘，零延迟读取，无并发限制，策略零泄露。为量化交易与AI Agent提供稳定可靠的数据基础设施。