hft-data

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Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.

crypto websocket trades orderbook liquidation hft-data

A minimalist, low-latency, HFT CME MDP3.0 C++ market data feed handler and pcap file reader (MDP 3.0)

pcap mdp cpp17 hft hft-trading cme pcap-parser mdp3 mdp3-handler marketdata hft-data

Intraday volatility estimation using High-Frequency Financial Data

python data-analysis q hft realized-volatility hft-data microstructure-noise

Exchange with fast limit order book and custom server-client interface

cpp hft hft-trading asio-library hft-data hft-network

go docker golang time-series docker-compose websocket hft hft-trading binance-api timescaledb hft-data

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