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polymarket bot - nobebot 开发的开源 TypeScript 交易机器人，面向 5 分钟 BTC、ETH、SOL、XRP Up/Down 市场。支持 merge 套利、窗口末期狙击与机会检测。Node.js · CLOB API · 预测市场
Polymarket arbitrage bot in TypeScript - multi-strategy detection, CLOB execution, Chainlink TWAP RTDS for crypto up/down markets
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High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay, spread/imbalance/impact analytics, and backtesting of VWAP, TWAP, POV, and market-making strategies with reproducible PnL and risk metrics.
chainlink twap research engine with 30-sec and 60-sec windows
An algorithm that intelligently executes a crypto order over time via Coinbase
TWAP excecution Algorithm
Autonomous on-chain monetary system for PulseChain with an immutable core and an internal algorithmic value standard - fully self-regulating, oracle-free, and independent of fiat.
Non-custodial Solana swap & limit-order MCP server for AI agents. 21 tools (swap, limit, trailing, TWAP, DCA, combo orders) across Raydium, PumpSwap, Orca, Meteora. Jito MEV-protected. Ed25519 server-message verification. `npx -y @traderouter/trade-router-mcp`
Uniswap V2 implementation with extensions: TWAP oracle, configurable swap fees, flash loans and slippage protection
Real-world validation of RL execution strategies using historical market data. Backtesting framework for PPO+DQN agents with walk-forward validation, regime analysis, and industry-standard benchmarks (VWAP/TWAP). Built with Alpaca API for market data.
Spring Boot Crypto Execution Algorithms Web Client
Exchange-agnostic TWAP order execution engine with slippage-abort and an optional ATR-based stop calculator. The separation from my private risk stack is enforced by a test, not documentation.
A full-stack Binance USDT-M Futures trading bot with an interactive React dashboard and a Flask API backend. The system supports market, limit, stop-limit, OCO, TWAP, and grid trading strategies, along with real-time candlestick charts, order book visualization, and WebSocket-based price updates.
Optimal trade execution using Deep Q-Networks (DQN) and PyTorch. Simulates an Almgren-Chriss market environment to outperform TWAP benchmarks.
Simple solidity contract to calculate Time Weighted Average Price of a uniswap v2 pair on goerli network.
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