#Hft
Showing 60 of 64 repositories tagged #hft, ranked by stars
Open source software that helps you create and deploy high-frequency crypto trading bots
WonderTrader——量化研发交易一站式框架
Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit
A high frequency, market making cryptocurrency trading platform in node.js
Open-source Rust framework for building event-driven live-trading & backtesting systems
Algorithmic trading framework for cryptocurrencies.
wtpy是基于wondertrader为底层的针对python的子框架
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
Example Order Book Imbalance Algorithm
hummingbot中文资源
Database for L2 orderbook
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
Open Source AI trading agent that operates autonomously across 1000+ markets - Polymarket, Kalshi, Binance, Hyperliquid, Solana DEXs, 5 EVM chains. Scans for edge, executes instantly, manages risk while you sleep. Agent commerce protocol for machine-to-machine payments. Self-hosted. Built on Claude.
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
Java/MySQL real-time algorithmic trading using Interactive Brokers API
The Fastest Polymarket Rust Client
Bot18 is a high-frequency cryptocurrency trading bot developed by Zenbot creator @carlos8f
Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT) :rocket::rocket:
Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
Algorithmic trading strategies
Ultra-low latency AVX-512 Polymarket market-making kernel (Logit Jump-Diffusion + Avellaneda-Stoikov in logit space)
Implementation of HFT backtesting simulator and Stoikov strategy
A curated list of Quantitative Finance papers.
Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.
Sub-microsecond bare-metal execution engine with deterministic replay, lock-free order path, and hardware-timestamped latency measurement.
crypto trading bot liquidity order book market microstructure algorithmic trading quant Python Node.js websocket Binance crypto signals HFT order flow sweep detection depth analysis
Collection of documents related tunings for performance of Java low-latency trading systems: from hardware up to application level
Personal Project that implements a variety of HFT strategies in C++
Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies
A zero-alloc, compile-time hardened FIX engine built for sub-100ns execution.
A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
Library for algorithmic trading
Deep learning approach for market price prediction, in JAX
A high-performance trading library, written in Mojo and C++, designed to simplify quantitative trading.
Automatic Cryptocurrency Trading System by using Bithumb API
Prototype market maker specialized to trade on CoinbasePro
visualize financial microstructure 📈 & debug trading bots 🤖
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
High Frequency Trading strategies.
Nexus Trade Bot is an open-source millisecond-level high-frequency crypto market-making and grid trading system for major exchanges, with web console, automated order management, WebSocket sync, risk controls and one-click server deployment. 开源毫秒级高频加密货币做市与网格交易系统，支持主流交易所、网页控制台、自动挂单、风控、自托管部署。
General information about The Open Markets Initiative
Live SPY Algorithmic Backed bots for Day Trading Stocks by utilizing ALPACA / IBrokers as the REST Agents.
swap interface for solana
Quantitative Trading Library
Brainstellar gives step-wise approach to interview puzzles and written tests for analytics and Quant jobs.
A high-frequency tool that monitors the "Bid-Ask" spread and order book depth to predict the next 10-second price move.
🚀 Production-ready C++ framework: Build games, trading systems & network apps in minutes. Qt6 | libuv | C++23 | Docker Ready
Triangular arbitrage bot for Binance Spot market with userspace networking
Prototype market maker specialized to trade on CoinbasePro
High-performance C++23 SDK for Polymarket — Gamma, CLOB, Data, WebSocket, RTDS, RFQ. 3x faster than Rust SDK.
My implementation of "Build a Fintech Platform in Rust"
ATLAS is a sophisticated real-time risk analysis system designed for institutional-grade market risk assessment. Built with high-frequency trading (HFT) capabilities and advanced machine learning techniques, ATLAS provides continuous volatility predictions and risk metrics using both historical patterns and real-time market data.
OpenAI Gym Environment for Low-Latency Trading
HFT based application that work with Akela Connectivity for NYSE.
Open-source edition of llfix, a low latency FIX engine
Efficient implementation of an exchange orderbook :bank: :zap: :book:
🪷 LotusX - Multi-Exchange Crypto Connectors Gateway: A secure, high-performance Rust library for cryptocurrency exchange APIs with unified interfaces across multiple platforms.
BitMEX API Client for Elixir
options market making engine in C++20 — SVI vol surface, Black-Scholes pricing, lock-free SPSC queues, delta hedging, and real-time PnL attribution.