scobre | Scala OrderBook Reconstructor for high-frequency order
kandi X-RAY | scobre Summary
kandi X-RAY | scobre Summary
scobre is a Scala library. scobre has no bugs, it has no vulnerabilities, it has a Strong Copyleft License and it has low support. You can download it from GitHub.
This software allows the user to reconstruct the state of the limit order-book from low-level tick-data provided by the London Stock-Exchange (LSE). The tick-data can be hosted in either mysql, or Apache HBase, and tools are provided for loading to the data into either of these back-ends from the compressed raw files provided by the LSE. Once the data has been loaded, events corresponding to a particular asset and a particular date-range can be replayed through an order-book simulator in order to reconstruct the state of the book. Variables such as the mid-price can then be recorded as a time-series in CSV format. Alternatively the simulator can be run directly from a Python client using an Apache Thrift API. The software is written in Scala and Java, along with various Unix shell scripts which automate the import process.
This software allows the user to reconstruct the state of the limit order-book from low-level tick-data provided by the London Stock-Exchange (LSE). The tick-data can be hosted in either mysql, or Apache HBase, and tools are provided for loading to the data into either of these back-ends from the compressed raw files provided by the LSE. Once the data has been loaded, events corresponding to a particular asset and a particular date-range can be replayed through an order-book simulator in order to reconstruct the state of the book. Variables such as the mid-price can then be recorded as a time-series in CSV format. Alternatively the simulator can be run directly from a Python client using an Apache Thrift API. The software is written in Scala and Java, along with various Unix shell scripts which automate the import process.
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Quality
Security
License
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Support
scobre has a low active ecosystem.
It has 9 star(s) with 3 fork(s). There are 2 watchers for this library.
It had no major release in the last 6 months.
scobre has no issues reported. There are no pull requests.
It has a neutral sentiment in the developer community.
The latest version of scobre is current.
Quality
scobre has no bugs reported.
Security
scobre has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
License
scobre is licensed under the GPL-3.0 License. This license is Strong Copyleft.
Strong Copyleft licenses enforce sharing, and you can use them when creating open source projects.
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scobre releases are not available. You will need to build from source code and install.
Installation instructions, examples and code snippets are available.
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Currently covering the most popular Java, JavaScript and Python libraries. See a Sample of scobre
scobre Key Features
No Key Features are available at this moment for scobre.
scobre Examples and Code Snippets
No Code Snippets are available at this moment for scobre.
Community Discussions
No Community Discussions are available at this moment for scobre.Refer to stack overflow page for discussions.
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
Vulnerabilities
No vulnerabilities reported
Install scobre
Execute the following commands in the shell to install the scripts into the directory ~/local/bin:.
Support
The data description provided by the LSEThe API documentation
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