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  1. limit-order-book limit-order-book Public

    An optimized Limit Order Book (LOB) matching engine and async FastAPI/WebSocket server in Python, featuring O(1) state management, O(log N) price discovery, atomic FOK/IOC execution, and a batched …

    Python

  2. grid-bot grid-bot Public

    An automated Binance grid trading bot built in Python, featuring persistent state recovery (JSON), dynamic MIN_NOTIONAL validation, virtual order queueing, and robust API error handling.

    Python

  3. numpy-neural-network numpy-neural-network Public

    A 2-layer neural network for simple digit classification, built without ML frameworks, using only linear algebra and NumPy.

    Python

  4. monte-carlo-pricer monte-carlo-pricer Public

    A Monte Carlo asset pricer in Python. Fetches historical Binance market data to calculate annualized drift and volatility, and simulates thousands of future Bitcoin price paths using Geometric Brow…

    Python

  5. avellaneda-stoikov-mm avellaneda-stoikov-mm Public

    [WIP] An asynchronous Avellaneda-Stoikov market making bot in Python. Features dynamic spread quoting, inventory risk management, and a stochastic market flow simulator (ABM/Poisson) interacting wi…

    Python