AlphaUncommon
OctopusTakopi/binance_l3_est
Uses L2 data's change in time to estimate a L3 order book microstructure on Binance
- Owner
- OctopusTakopi (personal account)
- Stars
- Stars: 299
- Forks
- Forks: 54
- Language
- Rust
- License
- MIT
- Created
- 2025
- Topics
- binancehftorderbookquantquantitative-researchrust
- Tier
- Alpha (250 to 699 ★) What this tier means
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