Build your own historical Limit Order Book dataset
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Updated
Jun 26, 2021 - Python
Build your own historical Limit Order Book dataset
Real-time crypto order book heatmap with quant metrics. Multi-exchange: Binance, OKX, Bybit. Index α, CVD, Delta visualization.
Dual-market order-flow visualizer — real-time WebGL2 liquidity heatmap, DOM ladder, and time & sales for crypto and US equities. TypeScript/React renderer + Python asyncio gateway.
Model Context Protocol (MCP) bridge for ATAS Platform and ATAS X to connect trading and market data with AI agents
NinjaTrader 8 Add-On that bulk-downloads Market Replay days, discovers the server's retention floor on its own, resolves the front-month contract per date, and verifies market depth on every file.
NinjaTrader 8 add-on: a Level-2 'sonar ladder' that tracks liquidity walls with memory and classifies absorbed / pulled / consumed outcomes. Deterministic, unit-tested C# engine.
🚀 Real-time trading dashboard for OKX spot order book. Monitor liquidity, simulate executions, track latency, and visualize spreads & slippage. Interactive web app for traders & analysts. Built with Streamlit.
An interactive, real-time + historical 3D visualization of the BTC/USDT order book using WebGL and React Three Fiber. This project visualizes both bids and asks across price and time, giving users a spatial sense of market depth, pressure zones, and historical trends.
Jigsaw DayTradr-style power meter for SierraChart: Win32 Direct2D DOM order-flow overlay + ACSIL feed studies
Live BTC price, Bitcoin order flow, market depth and buy/sell pressure visualized as a real-time 3D battlefield — https://btcwar.net
A native quantitative market terminal with btc-depth real-time data and risk management station. Features include real-time market depth analysis, algorithmic portfolio tracking, and custom risk profiling architecture.
Clean historical derivatives data for NSE, BSE, and MCX (1-min OHLCV & tick market depth data, 2015–2026) in CSV format.
BTC War Live Market Data API — independent third-party profile of a public API surface, by API Evangelist. Public, read-only real-time crypto market-data API from btcwar.net, exposing live Binance Spot order-flow snapshots and single-market observations for nine USDT pairs as JSON and Schema.org JSON-LD. Ships a complete agent-native discovery stac
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