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Orderbook Python Packages

Python packages with the GitHub topic orderbook. Sorted by relevance, with stars and monthly downloads.
tardis-dev
tardis-dev

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

398K 141 20
tardis-dev
tardis-client

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

356K 141 20
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

20K 4K 788
oliver-zehentleitner
unicorn-binance-local-depth-cache

A Python SDK for accessing and managing multiple local Binance order books with Python in a simple, fast, flexible, robust and fully featured way.

17K 52 15
oliver-zehentleitner
ubdcc-shared-modules

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized order book data via REST API. Use it from Python, JavaScript, TypeScript, Node.js, Go, Rust, Java, Kotlin, C#, C++, C, Ruby, PHP, Swift, Scala, R, Julia, MATLAB, Dart, Elixir, Perl, Bash/curl, ...

17K 4 2
oliver-zehentleitner
ubdcc-restapi

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized order book data via REST API. Use it from Python, JavaScript, TypeScript, Node.js, Go, Rust, Java, Kotlin, C#, C++, C, Ruby, PHP, Swift, Scala, R, Julia, MATLAB, Dart, Elixir, Perl, Bash/curl, ...

16K 4 2
oliver-zehentleitner
ubdcc-mgmt

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized order book data via REST API. Use it from Python, JavaScript, TypeScript, Node.js, Go, Rust, Java, Kotlin, C#, C++, C, Ruby, PHP, Swift, Scala, R, Julia, MATLAB, Dart, Elixir, Perl, Bash/curl, ...

16K 4 2
oliver-zehentleitner
ubdcc-dcn

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized order book data via REST API. Use it from Python, JavaScript, TypeScript, Node.js, Go, Rust, Java, Kotlin, C#, C++, C, Ruby, PHP, Swift, Scala, R, Julia, MATLAB, Dart, Elixir, Perl, Bash/curl, ...

16K 4 2
bmoscon
order-book

A fast L2/L3 orderbook data structure, in C, for Python

13K 315 59
ricardofrantz
nanobook

Rust execution layer for Python trading strategies: deterministic LOB, portfolio backtests, pre-trade risk, and IBKR rebalancing.

12K 7 1
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

11K 4K 788
hummingbot
hummingbot

Open source software that helps you create and deploy high-frequency crypto trading bots

9K 19K 5K
crypto-lake
lakeapi

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

9K 68 9
SLMolenaar
quantcore

C++ backtesting engine with a real order book, priority-queue event loop, and Python bindings.

4K 0 0
ShiyuCheng2018
polily

A Polymarket monitoring agent that actually works — finds structure, watches movement, sizes risk

3K 6 1
shanefontaine
uniswap-python

🦄 The unofficial Python client for the Uniswap exchange.

2K 1K 379
oliver-zehentleitner
ubdcc

UNICORN Binance DepthCache Cluster — cluster manager and meta-package

2K 4 2
danpaquin
cbpro

The unofficial Python client for the Coinbase Pro API

2K 2K 720
mrochk
fastlob

Fast and minimalist limit-order-book in Python.

770 11 1
tferreira
topbid

Helper library to fetch current best bid/ask from crypto exchanges orderbook APIs

511 7 3
LUCIT-Systems-and-Development
lucit-ubdcc-dcn

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized order book data via REST API. Use it from Python, JavaScript, TypeScript, Node.js, Go, Rust, Java, Kotlin, C#, C++, C, Ruby, PHP, Swift, Scala, R, Julia, MATLAB, Dart, Elixir, Perl, Bash/curl, ...

444 4 2
LUCIT-Systems-and-Development
lucit-ubdcc-restapi

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized order book data via REST API. Use it from Python, JavaScript, TypeScript, Node.js, Go, Rust, Java, Kotlin, C#, C++, C, Ruby, PHP, Swift, Scala, R, Julia, MATLAB, Dart, Elixir, Perl, Bash/curl, ...

400 4 2
LUCIT-Systems-and-Development
lucit-ubdcc-mgmt

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized order book data via REST API. Use it from Python, JavaScript, TypeScript, Node.js, Go, Rust, Java, Kotlin, C#, C++, C, Ruby, PHP, Swift, Scala, R, Julia, MATLAB, Dart, Elixir, Perl, Bash/curl, ...

394 4 2
gavincyi
lightmatchingengine

A very light matching engine in Python.

342 357 97
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