PyRank

Limit Order Book Python Packages

Python packages with the GitHub topic limit-order-book. Sorted by relevance, with stars and monthly downloads.
nkaz001
hftbacktest

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

14K 4K 822
nkaz001
pm-hbtbacktest

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

6K 4K 822
zombie-einstein
bourse

Rust Market Simulation Library with a Python API

5K 24 1
tradingexpert
ordersim

Inspectable execution simulator for order-book replay and latency-aware fill simulation

2K 2 0
vgreg
meatpy

MeatPy

595 35 9
Kautenja
limit-order-book

A Limit Order Book (LOB) implementation

229 309 74
zkhorozianbc
pyorderbook

Order Book and Matching Engine

210 6 0
orderbooktools
crobat

Cryptocurrency Order Book Analysis Tool

180 55 15