tradingexpert/ordersim

Crypto realism challenge: validate L2 fill models against execution evidence 3 minutes ago

help wanted

2

Inspectable execution simulator for order-book replay and latency-aware fill simulation

Python

#algorithmic-trading#backtesting#databento#execution-modeling#execution-simulator#fill-simulation#hft#latency-modeling#latency-simulation#limit-order-book#market-microstructure#market-replay#market-simulator#market-structure#order-book#order-book-replay#order-simulator#python#quantitative-finance#trading-systems

Maker-taker fee implementation 3 months ago

enhancement help wanted good first issue

tradingexpert/ordersim

2

Inspectable execution simulator for order-book replay and latency-aware fill simulation

Python

#algorithmic-trading#backtesting#databento#execution-modeling#execution-simulator#fill-simulation#hft#latency-modeling#latency-simulation#limit-order-book#market-microstructure#market-replay#market-simulator#market-structure#order-book#order-book-replay#order-simulator#python#quantitative-finance#trading-systems

Limit-order fill-connected strategies 3 months ago

enhancement help wanted

tradingexpert/ordersim

2

Inspectable execution simulator for order-book replay and latency-aware fill simulation

Python

#algorithmic-trading#backtesting#databento#execution-modeling#execution-simulator#fill-simulation#hft#latency-modeling#latency-simulation#limit-order-book#market-microstructure#market-replay#market-simulator#market-structure#order-book#order-book-replay#order-simulator#python#quantitative-finance#trading-systems

Open Issues Need Help