订单薄的具体变化规律可以参考https://github.com/TikhonJelvis/RL-book/blob/master/rl/chapter9/order_book.py中的 OrderBook 类,其中,包括 sell/buy limit order 和 sell/buy market order 等方法。 二、最优执行问题求解 最优执行讲的是希望能在一定时间内卖出一定数量的股票,希望对应的效用函数(综合反映收...
A library to create and manager a local order book. Latest version: 0.0.3, last published: a year ago. Start using @kdt-trading-tools/orderbook in your project by running `npm i @kdt-trading-tools/orderbook`. There are no other projects in the npm regist
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OrderFly echoes Momentum when it begins to change, from inside a price & volume monitoring tool for retail traders!
This study uses a proprietary dataset provided by the UK Financial Services Authority that contains trade data and order book data from LSE, Chi-X Europe and BATS Europe for all constituents stocks in the FTSE 100 for 30 trading days in 2010 which is anonymised at the platform level and ...
Orderflows Trader 7.0 Is The Most Robust Order Flow Trading Software On The Market Designed By A Trader For Traders. GET INSTANT ACCESS TO ORDERFLOWS TRADER 7.0 ALL-IN SPECIAL New Order Flow Tools Orderflows Trader 7.0 is a major upgrade in terms of functionality as well as analytics. There...
Open source software that helps you create and deploy high-frequency crypto trading bots pythonbotdockercryptobitcointradingcythonethereumcryptocurrencyalgotradinghftarbitragedexorderbookbacktestingmarketmaking UpdatedJan 10, 2025 Python danpaquin/coinbasepro-python ...
"There are three main operations that a limit order book (LOB) has to implement: add, cancel, and execute. The goal is to implement these operations in O(1) time while making it possible for the trading model to efficiently ask questions like “what are the best bid and offer?”, “...
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Python API for accessing Lake high frequency tick trades & order book data data-provider cryptocurrency dataset quant market-data trading-strategies quantitative-finance quantitative-trading orderbook tick-data backtesting cryptocurrency-api orderbook-tick-data crypto-trading-strategies orderbook-snapshots ...