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  1. mini-lob mini-lob Public

    Low latency order matching system written in C++

    C++ 1

  2. astoikov-mm astoikov-mm Public

    Implementation of the Avellaneda-Stoikov HFT model in C++

    C++ 3 2

  3. obscraper obscraper Public

    Command line tool to scrape Binance L2 orderbook data

    Jupyter Notebook

  4. vinhthanh11/COMPSCI-326 vinhthanh11/COMPSCI-326 Public

    Fintech app

    HTML 1