Finance
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Binance L3 Est
OctopusTakopi
Uses L2 data's change in time to estimate a L3 order book microstructure on Binance
229GitHub
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Files returned by OpenAgentSkill since Oct 14, 2026. Signed-in accounts only; repeat downloads of the same Skill count once per UTC day. Excludes source-site downloads, command copies and installs. Counts may take 5 minutes to update.
Finance
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Highfrequency
jonathancornelissen
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfreque…
160GitHub
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