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Market Microstructure Python Packages

Python packages with the GitHub topic market-microstructure. Sorted by relevance, with stars and monthly downloads.
aperiodic-io
aperiodic

Python client library for Aperiodic.io — institutional-grade market microstructure, liquidity and order flow metrics with full exchange universe coverage. Turn flow dynamics into alpha in hours, not months. No tick infrastructure to build or maintain.

2K 0 0
tradingexpert
ordersim

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

2K 2 0
quantfinlib
quantfinlib

Fundamental package for quantitative finance with Python.

332 6 1
jialuechen
pytca

Algo Library for Order Flow Inference and TCA

261 138 10
orderbooktools
crobat

Cryptocurrency Order Book Analysis Tool

180 55 15
Zer0pa
zpe-ft

ZPE financial time-series codec and pattern search

173 0 0
jialuechen
flowpylib

Python Library for Transaction Cost Analysis and Market Simulation

150 138 10
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