goex is a Go library that provides unified interfaces for cryptocurrency exchanges (OKX, Binance, Bitget). It abstracts exchange-specific API differences behind common interfaces for both public market data and private trading operations. The architecture features modular exchange-specific packages, shared utilities for HTTP clients, logging, and model definitions, and uses dependency injection for configuration. Key strengths include clean separation of concerns, proper implementation of cryptographic signing, and use of the functional options pattern for configuration.
Binance Grid Trader is a cryptocurrency trading bot that implements grid trading strategies for Binance Spot and Futures markets. The application features a modular architecture with separate layers for exchange gateways, event processing, strategy management, and user interface. It provides both a graphical interface built with PyQt5 and script-based execution modes for running trading strategies without UI. The system connects to Binance via REST and WebSocket APIs to receive market data and execute trades based on configurable grid strategies.
This repository is the official documentation for the Binance Spot Exchange APIs. It provides comprehensive specifications for REST, WebSocket, FIX, and SBE (Simple Binary Encoding) protocols, covering trading, market data, account management, and user data streams. The documentation includes detailed endpoint references, authentication methods (HMAC, RSA, Ed25519), order types, filters, error codes, and FAQs. It also contains versioned SBE XML schemas for code generation and lifecycle management JSON files. While not an application itself, it serves as the authoritative reference for developers building trading bots, market-making systems, and integration tools for Binance Spot. The repository is well-structured with bilingual (English/Chinese) support and separate documentation for production, testnet, and demo environments.
This repository is an AI-powered stock research platform that combines a full-stack application (FastAPI backend, React/TypeScript frontend, Electron desktop app) with extensive data/research capabilities. It ingests market data from over a dozen providers (Tushare, yfinance, AkShare, etc.) with priority-based fallback chains, performs AI analysis via LiteLLM (supporting multiple LLM providers), and generates structured research reports, decision signals, and backtesting results. The platform supports multi-agent discussions, strategy screening, portfolio management, alerts, and multi-channel notifications (WeChat, Feishu, Telegram, email, etc.). It covers 13 international markets with trading calendars and market phase detection. The architecture is a monolith with modular services, using SQLite per-workspace isolation. While primarily an application, it has strong data/research characteristics including a screening engine derived from AlphaSift, decision signal lifecycle with outcome tracking, and skill opinion weight calibration. The codebase is well-structured with extensive tests, CI/CD, and reusable patterns like the data fetcher base class and notification sender template.
This repository contains the backend API for a trading platform, specifically QuantDinger. It handles strategies, indicators, and market data, and has various tests and scripts for ensuring the quality and functionality of the code.
This repository is a production-oriented Go client library for the Binance cryptocurrency exchange, covering spot, margin, USDS-M futures, coin-margined delivery futures, options, portfolio margin, and related products. The code in v2/ exposes fluent builder-style services for REST endpoints and WebSocket streams, with clients such as NewClient, NewFuturesClient, NewDeliveryClient, NewOptionsClient, and portfolio-specific clients. The library is consumed by trading bots and exchange-integration applications; it is not a data analysis or research project, though it provides market-data access primitives for klines, tickers, order books, funding rates, and historical trades.
OsEngine is a comprehensive, multi-exchange algorithmic trading platform for desktop (WPF/WinForms hybrid). It provides data downloading (OsData), backtesting (OsTester), walk-forward optimization (OsOptimizer), and live trading (OsTrader) with support for 30+ exchange connectors (MOEX, Binance, Bybit, OKX, Interactive Brokers, etc.). The platform includes a built-in technical indicator library (100+ indicators), a trading robot framework with attribute-based registration, and an MCP (Model Context Protocol) API for external AI/automation control. The architecture is modular: separate executables for different modes, a common server abstraction layer, and a consistent parameter system for bots and indicators. While the codebase is large and well-organized, it suffers from significant duplication across exchange connector entity classes and some copy-paste logic in trading robots. The UI mixes WPF and Windows Forms, and some patterns are legacy. Overall, it is a production-grade algorithmic trading platform with strong engineering practices and a rich feature set.