GitHub - actuarialsnail/blsh-lob-bot: Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)

Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)

Idea came from this reference paper: https://arxiv.org/pdf/1808.03668

Name		Name	Last commit message	Last commit date
Latest commit History 25 Commits
datasets		datasets
lob-databot		lob-databot
models		models
.gitignore		.gitignore
DeepLOB_binance.ipynb		DeepLOB_binance.ipynb
DeepLOB_binance_model-validate.ipynb		DeepLOB_binance_model-validate.ipynb
DeepLOB_binance_retrain.ipynb		DeepLOB_binance_retrain.ipynb
DeepLOB_train_prototype.ipynb		DeepLOB_train_prototype.ipynb
README.md		README.md
dataset_compile.py		dataset_compile.py
dataset_consol.py		dataset_consol.py
dataset_preview.ipynb		dataset_preview.ipynb
generator_class.py		generator_class.py
lob_live_test.js		lob_live_test.js
lob_log_preview.ipynb		lob_log_preview.ipynb
package-lock.json		package-lock.json
package.json		package.json
sync.sh		sync.sh
test.ipynb		test.ipynb