Hybrid Event-driven and Vectorized Strategy Backtesting Library
Modular components for real-time mobile eye tracking.
Solana Telegram Signal Trading Bot
Cost-aware quantitative research and execution-simulation framework. Paper-only by construction.
🚀 Real-time trading dashboard for OKX spot order book. Monitor liquidity, simulate executions, track latency, and visualize spreads & slippage. Interactive web app for traders & analysts. Built with Streamlit.
A Solidity-based decentralized exchange (DEX) for trustless token swaps and liquidity provision. Includes Factory, Pair, and Router contracts inspired by Uniswap V2. Supports ERC-20 tokens with slippage protection and gas optimisations. A solid foundation for building DeFi apps.
TypeScript SDK for FOUR.meme trading on BSC with quotes, slippage simulation, private submission, nonce management, and streams.
Calculates optimal slippage for DEX operations
SOINN-based slip learning package for differnetial drive robots (ROS 2)
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.
Substrate: Financial Execution Research Platform
Bot optimizing trades to minimize slippage and maximize returns
The backtester that knows you would have moved the market: agent-based fills on the real historical L2 order book.
Open methodology + Python toolkit to audit forex broker execution quality — matching latency, slippage asymmetry, last-look, requote rate. MIT licensed.
Example: autonomous DeFi agent using PoolPulse x402 API for DEX slippage on Base
Solana trading terminal speed benchmarks, slippage optimization, Jito tip settings, and honest comparison of Padre vs Axiom vs GMGN — tested with real money.
Audit your Polymarket bot's actual on-chain P&L vs DB-recorded P&L. Slippage-focused fill reconciliation with orderID dedup. pip install pnl-truthteller.
Read-only Solana Agent Kit plugin: analyze swap price impact and recommend a safe slippage / min-out to guard AI agents against thin-liquidity & sandwich-prone swaps (Jupiter quote).
Calibrate options stop-loss exit slippage per VIX regime from your own trade logs, with reconciliation of conflicting calibrations via a realization ratio
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