Limit Order Book Python Packages

pm-hbtbacktest

Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit

hftbacktest

Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit

bourse

Rust Market Simulation Library with a Python API

meatpy

MeatPy

pyorderbook

A Python Limit Order Book written in Rust

limit-order-book

A C++ and Python implementation of the limit order book.

crobat

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