Popular GitHub Repositories for Limit Order Book

Using tabular and deep reinforcement learning methods to infer optimal market making strategies

Master Thesis: Limit order placement with Reinforcement Learning

Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.

Create a mid-price classifier for limit order books using a CNN and LSTM

JASA is a high-performance auction simulator written in JAVA. It is designed for performing experiments in agent-based computational economics.

Pytorch implementation of TABL from Temporal Attention Augmented Bilinear Network for Financial Time Series Data Analysis