npm · crates.io · Go +1
wickra-lib/wickra-xray
Microstructure explorer — footprint, order-book heatmap, liquidation map and funding/OI divergence over the Wickra core, in ten languages with a web renderer.
Apache-2.02026年9月27日 · 指标 2.10.0
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#order-book
公开记录中带有此标签的全部仓库——标签来自其 GitHub 主题或软件包注册表发布的关键词。健康度量遵循与记录其余部分相同的版本化方法论。
7 条记录
npm · crates.io · Go +1
wickra-lib/wickra-impact
The backtester that knows you would have moved the market: agent-based fills on the real historical L2 order book.
Apache-2.02026年9月27日 · 指标 2.10.0
PyPI
bbalouki/itchcpp
High-Performance NASDAQ TotalView-ITCH 5.0 Parser & Market-Data Platform
MIT2026年9月13日 · 指标 2.10.0
npm
fasenderos/nodejs-order-book
Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT) :rocket::rocket:
MIT2026年10月20日 · 指标 2.10.0
Go
intrepidkarthi/orderbook
A fast, embeddable limit-order-book & matching engine in Go — plus a microstructure research harness and a WASM-powered animated explainer. MIT.
MIT2026年9月15日 · 指标 2.10.0
PyPI · npm
twowaymind/orderflow-metrics
Microstructure order-flow metrics — Order Flow Imbalance (OFI), depth and trade imbalance. Dependency-free TypeScript.
MIT2026年10月21日 · 指标 2.10.0
Go
ITJHIT/onchain-orderbook
A limit order book that can run inside consensus: deterministic price-time-priority matching, a frequent batch auction that removes the block producer's positional advantage, integer settlement with explicit locks, and a harness that proves independent nodes agree.
MIT2026年9月19日 · 指标 2.10.0