40 Open source projects that are alternatives of or similar to orderbook-rs

Python based exchange simulator using FIX protocol

Alpha implementation of the Sprawl distributed marketplace protocol.

A Comprehensive Collection of Everything Related to Tradingview Pine Script.

Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.

Implement exchange matching engine by lua script, run in redis

Test automation tool for Clearing, Settlement and Back-Office Systems

Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.

Framework for algorithmic trading

Simple limit order book and matching engine.

gome- Golang Match Engine, uses Golang for calculations, gRPC for services, ProtoBuf for data exchange, RabbitMQ for queues, and Redis for cache implementation of high-performance matching engine microservices/ gome-高性能撮合引擎微服务

How to use the Roq C++20 API for Live Cryptocurrency Algorithmic and High-Frequency Trading as well as for Back-Testing and Historical Simulation

Superfast Matching Engine written in golang

A high performance crypto trading engine

The fastest order book implementation for the BitMEX WebSocket API.

🧰 Unified and optimized data structures across cryptocurrency exchanges

🦄 The unofficial Python client for the Uniswap exchange.

Poloniex Orderbook manager

A header-only C++ library for interacting with crypto exchanges. Binding for Python is provided. A spot market making application is also provided as an end-to-end solution for liquidity providers.

📈 A .NET/C# implementation of the Coinbase Pro API.

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

Uonfficial wrapper for financial data api from the Scandinavian broker Nordnet

A fast L2/L3 orderbook data structure, in C, for Python

Bitcoin and Ethereum price API integration examples in csharp, java, nodejs, golang, python, php and ruby

Telegram Bot for over-the-counter trading

Building the first permissionless layer2 orderbook DEX on Ethereum, powered by PLONK zk-rollup

Example of order book modeling.

Example code in Nodejs that demonstrate how to subscribe to Binance Websocket server.

algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD

A list of online resources for quantitative modeling, trading, portfolio management

💴 Collection of overlays made by the TradingVueJs community

Expert advisors, scripts, indicators and code libraries for Metatrader.

Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models

The Open Trading Platform API is an independent module for managing API requests from the UI module

The Open Trading Platform UI is a front-end module for trading across 5 crypto currency exchanges allowing both spot and margin trading. The UI needs to be used with the API repo.

Backtest and live trading in Python

TradingMachine is a mini-trading system simulation, whose components (market data and order feeds, FIX acceptor and initiator, back-end for filled orders) interact by queues and topics.

Stock data collection and analysis

Executium API Version 2 - A comprehensive trading system API which connects traders with dozens of exchanges. Currently in closed beta

convenient script for trading with python.