Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit

• Updated Oct 7, 2025
• Rust

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

• Updated Aug 27, 2022
• Jupyter Notebook

VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‐order‐book dynamics and execution quality, then use its modular plugins to shape the analysis to your workflow.

• Updated Oct 20, 2025
• C#

High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

• Updated Sep 20, 2022
• Jupyter Notebook

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.

• Updated Mar 9, 2021
• JavaScript

Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js

• Updated Oct 23, 2025
• TypeScript

Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market data via HTTP and WebSocket APIs

• Updated Sep 25, 2025
• TypeScript

A native desktop charting platform for crypto markets

• Updated Oct 23, 2025
• Rust

A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading systems, with a focus on concurrent access patterns and lock-free data structures.

• Updated Oct 15, 2025
• Rust

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

• Updated Jul 29, 2025
• Python

Collect BinanceFutures's trade and orderbook(depth) feeds.

• Updated Jul 26, 2024
• Python

Sharing quantitative analyses on Crypto Lake data

• Updated Sep 2, 2024
• Jupyter Notebook

A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COIN-M, options) and all data frequencies.

• Updated Jan 13, 2025
• Python

Python API for accessing Lake high frequency tick trades & order book data

• Updated May 15, 2025
• Python

🧰 Unified and optimized data structures across cryptocurrency exchanges

• Updated Oct 20, 2025
• C#

Python GUI visualizing real-time market trading activity

• Updated Dec 17, 2023
• Python

Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.

• Updated May 3, 2021
• Jupyter Notebook

Scala OrderBook Reconstructor for high-frequency order-flow data

• Updated Aug 27, 2023
• Scala

TectonicDB client library for Elixir to read/write L2 order book data

• Updated Apr 10, 2023
• Elixir

国内 CTP 期货期权订单簿 L3 可视化工具

• Updated Jul 31, 2025
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