Orderbook Python Packages

tardis-dev

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

tardis-client

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

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

order-book

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

hummingbot

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

nanobook

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

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.

lakeapi

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

ubdcc-shared-modules

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized Binance 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, ...

ubdcc-mgmt

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized Binance 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, ...

quantcore

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

ubdcc-restapi

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized Binance 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, ...

ubdcc-dcn

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized Binance 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, ...

crypto-composite-market-data

Public crypto market-data composite toolkit for multi-exchange OHLCV and orderbook artifacts.

uniswap-python

🦄 The unofficial Python client for the Uniswap exchange.

cbpro

The unofficial Python client for the Coinbase Pro API

ubdcc

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized Binance 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, ...

resolvedkit

Backtest Polymarket strategies against the real order book: L2 fills, Polymarket fees, latency, settlement.

lucit-ubdcc-mgmt

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized Binance 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, ...

lucit-ubdcc-dcn

Install one package, run one command — and every script, bot, or service on your machine gets reliable, synchronized Binance 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, ...

hummingbot-quang

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

polily

A Polymarket Monitoring Agent That Actually Works

topbid

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

etherdelta

Python client for interacting with the EtherDelta API and Smart Contracts.