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

Description and use

bmoscon/orderbook: bmoscon/orderbook helps research and automate market workflows.. Use it for research trading systems; backtest strategies. High for an OSS candidate: recent activity, adoption, and ecosystem signals are strong enough for a serious pilot.

Problem

bmoscon/orderbook helps research and automate market workflows.

Outcome

High for an OSS candidate: recent activity, adoption, and ecosystem signals are strong enough for a serious pilot.

Workflow

• research trading systems
• backtest strategies
• monitor market workflows

Evidence

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

Source