market-microstructure
Inspectable, deterministic Python execution simulator for replaying real order-book data
Client library for Aperiodic aggregate market data API - OHLCV and more
Deterministic codec for delayed public market data. 5.94×–10.90× smaller than raw on declared public corpora; RMSE 0.0 ticks on price field. Phase 06 sovereign authority gated on FT-C004 truth.
Fundamental package for quantitative finance with Python.
Python Library for Transaction Cost Analysis
Cryptocurrency Order Book Analysis Tool
Algo Library for Order Flow Inference and TCA
