Tag
#limit-order-book
14 repositories
Repos
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.
R package intended for visualisation, analysis and reconstruction of limit order book data
Deep learning approach for market price prediction, in JAX
Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
A limit order match engine and backend service with simple account management using RESTful API in Rust-lang.
Replication package for 'The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book.' Eight stylized facts on a pre-registered 600-market panel plus a methodological result: feed-inferred trade direction agrees with on-chain ground truth on ~59% of buckets vs ~80% Lee-Ready on equities.
📊 Monitor real-time BTC Up/Down markets on Polymarket with automatic updates every 15 minutes for live bids and asks.