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

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

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.

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

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.

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

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

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

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

A native desktop charting platform for crypto markets with intuitive orderflow visualizations

Sharing quantitative analyses on Crypto Lake data

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.

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

🧰 Unified and optimized data structures across cryptocurrency exchanges

Python GUI visualizing real-time market trading activity

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

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

Scala OrderBook Reconstructor for high-frequency order-flow data

Open source .Net API wrapper for the web API and websockets API @BitMEX cryptocurrency exchange

Orderbook Event Storage Using TectonicDB