├── .gitignore ├── DeepLOB_binance.ipynb ├── DeepLOB_binance_model-validate.ipynb ├── DeepLOB_binance_retrain.ipynb ├── DeepLOB_train_prototype.ipynb ├── README.md ├── dataset_compile.py ├── dataset_consol.py ├── dataset_preview.ipynb ├── datasets └── .gitignore ├── generator_class.py ├── lob-databot ├── .gitignore ├── analysis │ ├── df_0.001_delta.pkl │ └── df_0.002_delta.pkl └── binance-eth_btc-archived │ └── .gitignore ├── lob_live_test.js ├── lob_log_preview.ipynb ├── models ├── .gitignore ├── 2021-01-16_03_20-300_30_0.001-standardised │ ├── DeepLOB_train_prototype.ipynb │ └── ckpt-loss=0.94-epoch=0041 │ │ ├── saved_model.pb │ │ └── variables │ │ ├── variables.data-00000-of-00001 │ │ └── variables.index ├── 2021-01-16_03_20-300_30_0.002-standardised │ ├── DeepLOB_train_prototype.ipynb │ └── ckpt-loss=0.94-epoch=0110 │ │ ├── saved_model.pb │ │ └── variables │ │ ├── variables.data-00000-of-00001 │ │ └── variables.index └── 2021-01-19_02-10-300_30_0.001-nonstandardised │ ├── DeepLOB_binance_model-validate.ipynb │ ├── DeepLOB_train_prototype.ipynb │ └── ckpt-loss=0.38-epoch=0100 │ ├── saved_model.pb │ └── variables │ ├── variables.data-00000-of-00001 │ └── variables.index ├── package.json ├── sync.sh └── test.ipynb /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/actuarialsnail/blsh-lob-bot/HEAD/.gitignore -------------------------------------------------------------------------------- /DeepLOB_binance.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/actuarialsnail/blsh-lob-bot/HEAD/DeepLOB_binance.ipynb -------------------------------------------------------------------------------- /DeepLOB_binance_model-validate.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/actuarialsnail/blsh-lob-bot/HEAD/DeepLOB_binance_model-validate.ipynb 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