├── .gitignore ├── Dockerfile ├── README.md ├── credentials ├── .gitignore └── .gitkeep ├── deep_orderbook ├── __init__.py ├── __main__.py ├── cache_manager.py ├── config.py ├── consumers │ ├── __init__.py │ └── recorder.py ├── datafeed.py ├── feeds │ ├── __init__.py │ ├── base_feed.py │ ├── coinbase_feed.py │ └── test_coinbase.py ├── learn │ ├── data_loader.py │ ├── pure_attention.py │ ├── tcn.py │ ├── test_learn.py │ └── trainer.py ├── marketdata.py ├── readpolar.py ├── replayer.py ├── shaper.py ├── strategy.py ├── test_replayer.py ├── tests │ ├── test_cache.py │ └── test_cache_performance.py ├── utils.py └── visu.py ├── dev_replay.ipynb ├── images ├── 01.png └── 2024-09-07 11-16-39.png ├── learn-100ms.ipynb ├── learn.ipynb ├── live.ipynb ├── live.py ├── mypy.ini ├── pyproject.toml ├── pytest.ini ├── replay.ipynb ├── requirements.in ├── requirements.txt ├── sample_data ├── BTCUSDT │ ├── 2020-11-01T09-00-00_snapshot.json │ ├── 2020-11-01T09-00-00_trades.json │ ├── 2020-11-01T09-00-00_update.json │ ├── 2020-11-01T10-00-00_snapshot.json │ ├── 2020-11-01T10-00-00_trades.json │ └── 2020-11-01T10-00-00_update.json ├── ETHBTC │ ├── 2020-11-01T09-00-00_snapshot.json │ ├── 2020-11-01T09-00-00_trades.json │ ├── 2020-11-01T09-00-00_update.json │ ├── 2020-11-01T10-00-00_snapshot.json │ ├── 2020-11-01T10-00-00_trades.json │ └── 2020-11-01T10-00-00_update.json └── ETHUSDT │ ├── 2020-11-01T09-00-00_snapshot.json │ ├── 2020-11-01T09-00-00_trades.json │ ├── 2020-11-01T09-00-00_update.json │ ├── 2020-11-01T10-00-00_snapshot.json │ ├── 2020-11-01T10-00-00_trades.json │ └── 2020-11-01T10-00-00_update.json ├── setup.py ├── test.sh ├── tests ├── test_receiver.py ├── test_replayer.py └── test_shapper.py └── version.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/gQuantCoder/deep_orderbook/HEAD/.gitignore -------------------------------------------------------------------------------- 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