THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.This README is documentation on the syntax of the python client presented in this repository. See function docstrings for full syntax details. This API attempts to present a clean interface to GDAX, but in order to use it to its full potential, you must familiarize yourself with the official GDAX documentation.
gdax python-client websocket-client gdax-api coinbase exchange wrapper libaray orderbook bitcoin ethereum tradingHere comes several micro-benchmarks for trading components. Benchmark measures the performance of the NASDAQ ITCH handler. It shows how fast it can parse and handle ITCH messages from the input stream.
performance trading low-latency nasdaq order-book matching-engine orderbook itchThe official Node.js library for Coinbase's GDAX API.THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
gdax gdax-api orderbook trade bitcoin ethereum trading trading-api coinbase api exchange real-time websocketsFollow the bittrex.com orderbook in real time
bitcoin cryptocurrencies bittrex orderbook realtime websockets ethereum cryptocurrency exchangePython client for interacting with the EtherDelta API and Smart Contracts.
python-client sdk etherdelta etherdelta-api forkdelta decentralized exchange api websocket orderbookThe proof decentralized exchange is a hybrid decentralized exchange that aims at bringing together the ease of use of centralized exchanges along with the security and privacy features of decentralized exchanges. Orders are matched through the an off-chain orderbook. After orders are matched and signed, the decentralized exchange operator has the sole ability to perform a transaction to the smart contract. This provides for the best UX as the exchange operator is the only party having to interact directly with the blockchain. Exchange users simply sign orders which are broadcasted then to the orderbook. This design enables users to queue and cancel their orders seamlessly. Orders contain the information that is required to register an order in the orderbook as a "Maker".
ethereum smart-contract decentralized-exchange orderbook matching-engine blockchainA financial exchange written in Go. Uses quickfixgo or gRPC for client/server communication.
exchange financial-exchange trade quickfix html multicast cui grpc grpc-go quickfixgo fix trading-algorithms trading-strategies orderbookThe aim of this algorithm is to capture slight moves in the bid/ask spread as they happen. It is only intended to work for high-volume stocks where there are frequent moves of 1 cent exactly. It is one of the trading strategies based on order book imbalance. For more details about it, please refer to Darryl Shen, 2015 or other online articles. This algorithm will make many trades on the same security each day, so any account running it will quickly encounter PDT rules. Please make sure your account balance is well above $25,000 before running this script in a live environment.
finance trading trading-algorithms alpaca nats-streaming python3 numpy orderbook real-time hft-trading hft async asyncioMatching Engine for Limit Order Book in Golang
exchange trading orderbook execution-engineCryptoviz is an orderbook visualization tool for the Poloniex exchange. It provides a dynamic Depth-Of-Market (DOM) view that provides a much higher level of detail than traditionally used visualizations such as candlestick charts. You can use this tool yourself on Cryptoviz. CryptoViz uses the Poloniex WebSocket API to receive live order data directly from the exchange. Internally, it maintains a copy of the full orderbook including the levels where volume lies and the amount of volume at those levels. These volume levels are then grouped together into bands and displayed on a canvas.
orderbook visualizer cryptocurrency poloniex financeThe fastest order book implementation for the BitMEX WebSocket API. Or you can use npm install.
bitmex exchange blockchain cryptocurrencies orderbook websocket promiseA light matching engine written in Python. The objective is to provide a easy interface for users on the standard price-time priority matching algorithm among different instruments.
trading order hft-trading matching-engine orderbookOrders and trades books for cryptocurrency exchanges. Order book is currently single node service and stores data in a local LevelDB database.
trading cryptocurrency exchange orders trades orderbookOrderbook implementation in go with red black tree
red-black-tree orderbookSmall project to play with C++17 and FlameGraph. See order-book-programming-problem.pdf for the problem definition.
c-plus-plus flamegraph orderbookIEX Trading open source incremental Order Book implementation
deep feed iex order market-data orderbook iextrading hist tops
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