Estimate market-taker activity from order-book snapshots by measuring visible depth depletion.
-
Updated
Aug 27, 2026 - Python
Estimate market-taker activity from order-book snapshots by measuring visible depth depletion.
Professional HFT market surveillance and analysis platform with real-time order book analysis, DeepLOB CNN predictions (63.4% accuracy), automated paper trading, and advanced anomaly detection. Built with Python/FastAPI, C++ analytics engine, React dashboard, and deployed on AWS. 160+ snapshots/sec, sub-ms latency.
Bitcoin Order Book Predictions via SVMs, RF, and GradientBoosting Algorithms
Proprietary microstructure monitor for detecting hidden liquidity, order book spoofing, and structural imbalances across 5 major exchanges in real-time.
To associate your repository with the order-book-analysis topic, visit your repo's landing page and select "manage topics."