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aperiodic-io
aperiodic

Python client library for Aperiodic.io — institutional-grade market microstructure, liquidity and order flow metrics with full exchange universe coverage. Turn flow dynamics into alpha in hours, not months. No tick infrastructure to build or maintain.

3K 0 0
Zer0pa
zpe-ft

ZPE-FT V0.0: DETERMINISTIC FINANCIAL TIME-SERIES CODEC: OHLCV | Tick Streams | Pattern Search | Market Replay | Subsecond Latency

652 0 0
jialuechen
pytca

Algo Library for Order Flow Inference and TCA

349 142 8
quantfinlib
quantfinlib

Fundamental package for quantitative finance with Python.

329 6 1
orderbooktools
crobat

Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.

174 54 16
jialuechen
flowpylib

Algo Library for Order Flow Inference and TCA

86 136 8
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