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Orderbook-Speed
Orderbook-Speed PublicCCXT framework for the limit orderbook. Calculates the rate of change, the spread & amount of pulled bids/asks
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Bitcoin-Rolling-Correlation
Bitcoin-Rolling-Correlation PublicTime-Series Modeling of Bitcoin for Equities, Commodities & Forex Markets
Python 3
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CoinbaseWebsocket
CoinbaseWebsocket PublicVanilla WebSocket that takes snapshots of the orderbook. Scripts for Rust, Python and JavaScript.
Rust 1
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sizefrequency
sizefrequency PublicPulls historical trading data and plots the distribution of order size for further analysis.
Python
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