├── INSTALL.md ├── LICENSE.md ├── README.md ├── bin ├── bookViewer.py ├── create_graphing_data.py ├── limitbook-convert-csv.py ├── limitbook-parse.py └── limitbook-tseries.py ├── dist └── pylimitbook-20161102-py2.7.egg ├── doc ├── bookViewer_screenshot.png └── howtohft_howtobuildafastlimitorderbook.pdf ├── pylimitbook.egg-info ├── PKG-INFO ├── SOURCES.txt ├── dependency_links.txt └── top_level.txt ├── pylimitbook ├── __init__.py ├── book.py ├── bookViewerBook.py ├── order.py ├── orderList.py ├── researchBook.py ├── tick.py └── tree.py ├── requirements.txt ├── sample_data └── XOM_BATS_2010-06-16.csv └── setup.py /INSTALL.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/INSTALL.md -------------------------------------------------------------------------------- /LICENSE.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/LICENSE.md -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/README.md -------------------------------------------------------------------------------- /bin/bookViewer.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/bin/bookViewer.py -------------------------------------------------------------------------------- /bin/create_graphing_data.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/bin/create_graphing_data.py -------------------------------------------------------------------------------- /bin/limitbook-convert-csv.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/bin/limitbook-convert-csv.py -------------------------------------------------------------------------------- /bin/limitbook-parse.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/bin/limitbook-parse.py -------------------------------------------------------------------------------- /bin/limitbook-tseries.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/bin/limitbook-tseries.py -------------------------------------------------------------------------------- /dist/pylimitbook-20161102-py2.7.egg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/dist/pylimitbook-20161102-py2.7.egg -------------------------------------------------------------------------------- /doc/bookViewer_screenshot.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/doc/bookViewer_screenshot.png -------------------------------------------------------------------------------- /doc/howtohft_howtobuildafastlimitorderbook.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/doc/howtohft_howtobuildafastlimitorderbook.pdf -------------------------------------------------------------------------------- /pylimitbook.egg-info/PKG-INFO: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/pylimitbook.egg-info/PKG-INFO -------------------------------------------------------------------------------- /pylimitbook.egg-info/SOURCES.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/pylimitbook.egg-info/SOURCES.txt -------------------------------------------------------------------------------- /pylimitbook.egg-info/dependency_links.txt: -------------------------------------------------------------------------------- 1 | 2 | -------------------------------------------------------------------------------- /pylimitbook.egg-info/top_level.txt: -------------------------------------------------------------------------------- 1 | pylimitbook 2 | -------------------------------------------------------------------------------- /pylimitbook/__init__.py: -------------------------------------------------------------------------------- 1 | #empty file for python 2 | -------------------------------------------------------------------------------- /pylimitbook/book.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/pylimitbook/book.py -------------------------------------------------------------------------------- /pylimitbook/bookViewerBook.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/pylimitbook/bookViewerBook.py -------------------------------------------------------------------------------- /pylimitbook/order.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/pylimitbook/order.py -------------------------------------------------------------------------------- /pylimitbook/orderList.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/pylimitbook/orderList.py -------------------------------------------------------------------------------- /pylimitbook/researchBook.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/pylimitbook/researchBook.py -------------------------------------------------------------------------------- /pylimitbook/tick.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/pylimitbook/tick.py -------------------------------------------------------------------------------- /pylimitbook/tree.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/pylimitbook/tree.py -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- 1 | bintrees 2 | pandas 3 | future 4 | six 5 | -------------------------------------------------------------------------------- /sample_data/XOM_BATS_2010-06-16.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/sample_data/XOM_BATS_2010-06-16.csv -------------------------------------------------------------------------------- /setup.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/abcabhishek/PyLimitOrderBook/HEAD/setup.py --------------------------------------------------------------------------------