limit-order-book 开源项目推荐（404 个）

nkaz001 /hftbacktest

免费开源的高频交易与做市回测及交易机器人，考虑限价单、队列位置和延迟，利用完整逐笔数据用于成交和订单簿（Level-2 和 Level-3），并提供 Binance 和 Bybit 的真实加密货币交易示例

rorysroes /SGX-Full-OrderBook-Tick-Data-Trading-Strategy

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

Crypto-toolbox /HFT-Orderbook

高频交易（HFT）的限额订单簿，如WK Selph所述，在Python 3和C中实现

visualHFT /VisualHFT

VisualHFT 是一个 WPF/C# 桌面 GUI，可实时展示市场微观结构。你可以跟踪高级限价订单簿动态与执行质量，并利用其模块化插件让分析贴合你的工作流。

sadighian /crypto-rl

深度强化学习工具包：记录并回放加密货币限价订单簿数据，并训练 DDQN 智能体

Elenchev /order-book-heatmap

Order Book Heatmap可视化限额订单簿，比较剩余限额订单，并显示时间和销售日志以及直接从Binance WS API传输的实时市场数据。这是一个简短的探索性项目。请记住，要在所有市场条件下发挥作用，还需要做大量工作。

Kautenja /limit-order-book

A header-only C++ limit order book with price-time priority matching, a C API, and Python bindings.

martinobdl /ITCH

Nasdaq Order Book Reconstructor

nicolezattarin /LOB-feature-analysis

Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.

KodAgge /Reinforcement-Learning-for-Market-Making

Using tabular and deep reinforcement learning methods to infer optimal market making strategies

FinancialComputingUCL /LOBFrame

我们发布 `LOBFrame`，一个新颖的开源代码库，提供处理大规模限价订单簿（LOB）数据的全新方式。

brprojects /Limit-Order-Book

Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.

fasenderos /nodejs-order-book

Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT) 🚀🚀

LeonardoBerti00 /TLOB

This is the official repository for the paper TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data.

mjuchli /ctc-executioner

Master Thesis: Limit order placement with Reinforcement Learning

phil8192 /ob-analytics

R package intended for visualisation, analysis and reconstruction of limit order book data

Jeonghwan-Cheon /lob-deep-learning

Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.

ChuaCheowHuan /gym-continuousDoubleAuction

A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.

miroblog /limit_orderbook_prediction

该项目在 GitHub 上没有填写描述

phil8192 /limit-order-book

Bitstamp real time console based limit order book