Application of machine learning to the Coinbase (GDAX) orderbook

Cryptocurrency Exchange and Sentiment data fetcher and syncronizer.

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

Load, build and visualize volatility analytics from Deribit.

Scala OrderBook Reconstructor for high-frequency order-flow data

crypto aggregator of order books, trades, liquidations, open interest by levels

CCXT framework for the limit orderbook. Calculates the rate of change, the spread & amount of pulled bids/asks

Periodically crawl order books from popular bitcoin exchanges