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westwing's Projects

aioquant icon aioquant

Asynchronous event I/O driven quantitative trading framework.

crypto-arbitrage-framework icon crypto-arbitrage-framework

用 ccxt 和 cplex 实现的加密货币套利框架。它可以用来监测多个交易所,找到一个回报率最大的多边套利路径,计算路径中每对交易的最优交易量,并执行多线程实现。

crypto-rl icon crypto-rl

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

easy-rl icon easy-rl

强化学习中文教程,在线阅读地址:https://datawhalechina.github.io/easy-rl/

hft-price-prediction icon hft-price-prediction

A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.

hypergbm icon hypergbm

A full pipeline AutoML tool for tabular data

krypto-trading-bot icon krypto-trading-bot

Self-hosted crypto trading bot (automated high frequency market making) written in C++

opensea-js icon opensea-js

JavaScript SDK for the OpenSea marketplace. Let your users buy or sell cryptogoods on your own site!

pytorch-a2c-ppo-acktr-gail icon pytorch-a2c-ppo-acktr-gail

PyTorch implementation of Advantage Actor Critic (A2C), Proximal Policy Optimization (PPO), Scalable trust-region method for deep reinforcement learning using Kronecker-factored approximation (ACKTR) and Generative Adversarial Imitation Learning (GAIL).

quant-strategy icon quant-strategy

基于FMZ平台和python 目前已复现4个策略 自己开发了1个基于HMM的策略,趋势预测正确率可达85%

tribeca icon tribeca

A high frequency, market making cryptocurrency trading platform in node.js

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