Displaying 1 to 16 from 16 results

gdax-python - The unofficial Python client for the GDAX API

  •    Python

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.

CppTrader - High performance components for building Trading Platform such as ultra fast matching engine, order book processor

  •    C++

Here 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.

gdax-node - The official Node.js library for the GDAX API

  •    Javascript

The 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.




amp-matching-engine - Official proof decentralized exchange matching engine

  •    Go

The 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".

example-hftish - Example Order Book Imbalance Algorithm

  •    Python

The 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.


cryptoviz - A web-based Depth-Of-Market visualization for data of the Poloniex cryptocurrency exchange

  •    Javascript

Cryptoviz 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.

LightMatchingEngine - A very light matching engine in Python.

  •    Python

A 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.

go-orderbook - Cryptocurrency orders and trades books for many popular exchanges.

  •    Go

Orders and trades books for cryptocurrency exchanges. Order book is currently single node service and stores data in a local LevelDB database.

orderbook - Orderbook implementation in go with red black tree

  •    Go

Orderbook implementation in go with red black tree

order-book-pricer - Playing with C++17 and performance

  •    C++

Small project to play with C++17 and FlameGraph. See order-book-programming-problem.pdf for the problem definition.






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