Algo Library for Order Flow Inference and TCA
crypto trading bot liquidity order book market microstructure algorithmic trading quant Python Node.js websocket Binance crypto signals HFT order flow sweep detection depth analysis
Order Flow Ticks, Volume/TPO Profile, Weis & Wyckoff System and more for cTrader trading plataform!
A high-frequency tool that monitors the "Bid-Ask" spread and order book depth to predict the next 10-second price move.
MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
Real-time crypto order book heatmap with quant metrics. Multi-exchange: Binance, OKX, Bybit. Index α, CVD, Delta visualization.
Order flow analysis with Bybit + MT5 feeds -- footprint charts, delta analytics, volume profile, pattern detection, Dash dashboard with WebSocket
The ultimate collection of institutional trading resources: order flow, market microstructure, options GEX, and algorithmic frameworks.
The Pinnacle Professional Trading Platform - Complete multi-asset trading system with AI intelligence, real-time order flow, options analytics, algorithmic strategies, and institutional-grade risk management. Built with FastAPI, React 19, WebSockets, and PyTorch.
An Horizontal platform for Order flow trading made with Svelte
HMM-based market microstructure regime detection for cryptocurrency order books — 30+ features, Gaussian HMM, C++/pybind11 LOB engine, interactive Plotly Dash dashboard
Algorithmic trading research — multi-platform (MT5/MQL5 + cTrader/C# cAlgo). Order-flow & microstructure strategies: tick-level cumulative delta scalping with sniper confirmation gates, dynamic Median+MAD threshold fades, weighted-composite signal engines (VPIN, OBI, footprint imbalance, absorption, HVP). Session-aware risk management.
Statistical volume anomaly detection for trade streams - Hawkes process, CUSUM, and Bayesian Online Changepoint Detection (BOCPD). Zero dependencies. TypeScript.
A high-frequency market agent built to eliminate human latency. It doesn't just watch prices but it hunts volatility while automating the desk's entire audit trail in real-time.
Ultra-low latency C++20 Smart Order Router for crypto perpetuals. Features an O(N) K-way merge phase that eliminates std::sort, pure-integer greedy allocation, and regime-aware dynamic latency penalties based on volatility and book imbalance. Zero heap allocations and exception-free.
RFQ Solver & Intent-Based Market Maker written in Rust. Designed to internalize non-toxic retail flow from networks like UniswapX, 1inch Fusion, and CowSwap. Features an ultra-low latency pricing and routing engine that models immediate CEX hedging, inventory risk skewing, and execution costs via real-time WebSockets and RPCs.
3-thread order flow scalper for MT5 — footprint charts, delta analysis, key levels, auto-execution.
Systemic risk engine and predictive liquidation cascade simulation. Zero-latency on-chain state replication, deterministic L2/L3 depth evaluation, and directional filtering via Order Flow for delta-neutral strategies. Mapping of collateral vulnerabilities, market impact simulation, and cross-venue rate arbitrage with zero dependency on public RPCs.
Real-time L3 order book visualizer and spoof detector built in C++17
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