#High-frequency-trading
Showing 60 of 61 repositories tagged #high-frequency-trading, ranked by stars
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
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Open-source Rust framework for building event-driven live-trading & backtesting systems
Algorithmic trading framework for cryptocurrencies.
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and execution quality, then use its modular plugins to shape the analysis to your workflow.
51bitquant Python数字货币量化交易视频 CCXT框架 爬取交易所数据 比特币量化交易 交易机器人51bitquant tradingbot cryptocurrency quantitative trading btc trading
Open Source algo trading platform
hummingbot中文资源
Database for L2 orderbook
C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. libtorch/lstm/cuda demo. Support for Alpaca & Phemex. Notifications via Telegram.
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
Futu Algorithmic Trading Solution (Python) 基於富途OpenAPI所開發量化交易程序
Agent-first CLI for trading on Solana — 18 DEX adapters, 12 SWQoS TX landing processors. Buy, sell, lp, snipe, create pool, launch coin, and stream real-time onchain events from your terminal.
A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading systems, with a focus on concurrent access patterns and lock-free data structures.
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
Botvana is high-performance and event-driven trading system built using Rust (in early development).
Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
crypto currency library for trading & market making bots, account management, and data analysis
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!
Hybrid Event-driven and Vectorized Strategy Backtesting Library
Powered by Bitfinex's orderbooks data, Barbotine Scalping is a medium-frequency trading bot capable of taking successful trades without worrying about trends or market direction.
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.
High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust
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.
Deep learning approach for market price prediction, in JAX
Production-grade low-latency FPGA trading system. Features custom VHDL 10GBASE-R PHY, hardware NASDAQ ITCH 5.0 order book, C++ DPDK/XDP kernel bypass, and PCIe DMA acceleration. LLM-Inference
crypto-trading-bot
Rust SDK for Axiom Trade account API and DEX aggregator. Lightning-fast Solana/Hyperliquid trading with auto-OTP, WebSocket streaming, hardware wallet support, and MEV protection. Built for algorithmic trading bots.
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
High-performance C++ matching engine with unified market simulation, live market data streaming, and a browser-based dashboard
Python library for downloading and processing Dukascopy historical tick data (Forex, crypto, metals). Supports resume-capable downloads, automatic gap detection, proxy rotation, and efficient pandas integration for backtesting and quantitative analysis.
My personal collection of strategies
L3 Order Book and Matching Engine Implementaion in Java
Algorithmic Trading Software with Interactive Brokers TWS API
Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
high-frequency grid trading strategy backtesting for binance futures
A high-frequency tool that monitors the "Bid-Ask" spread and order book depth to predict the next 10-second price move.
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.
funds are the future!
HFT based application that work with Akela Connectivity for NYSE.
Hybrid Expert Advisor for Forex HFT using EMA/ADX signals and AI forecasts (XGBoost, RF, LSTM). Supports real-time trading and backtesting in MetaTrader 5.
TradR.fun is a free and opensource cryptocurrency price signal prediction application.
An automated bot for trading on PancakeSwap, created for DeFi enthusiasts and investors who want to optimize their returns on BSC (Binance Smart Chain). It supports risk management features, trailing stops, slip protection, and a user-friendly interface for customizing trading strategies.
A DeFi automation assistant to help streamline your transaction strategies and monitor asset movements in decentralized ecosystems.
Decentralized exchange infrastructure on Solana: on-chain order book, real-time WebSocket streaming, REST API, Geyser indexer, and Rust SDK. Non-custodial and optimized for high-frequency trading.
options market making engine in C++20 — SVI vol surface, Black-Scholes pricing, lock-free SPSC queues, delta hedging, and real-time PnL attribution.
open-source framework for building and deploying high-frequency trading bots using Python. It provides a low-latency, modular system for running sophisticated strategies like VWAP and arbitrage across multiple exchanges.
Distributed market-making system. Avellaneda-Stoikov strategy with sub-microsecond C++ hot-path (431ns), event-sourced architecture, VPIN toxicity detection, QUIC mesh transport, real-time dashboard. Rust + C++17 FFI.
Автоматический перехват (снайпинг) P2C-ордеров CryptoBot
BRM strategy for algorithmic trading
Unified Quantitative Research & Trading Framework - Copyright protected
Algorithmic trading client and strategies for a Jane Street–style electronic exchange: pennying market-making, micro-MACD, bond maker, ETF/ADR arbitrage.
日内高频回测框架
Solana Trading Bot is a powerful and flexible platform designed for automated trading on the Solana blockchain. It allows users to optimize their trading strategies with high-speed transaction capabilities, leveraging advanced algorithms and real-time market analysis. Ideal for both beginners and experienced traders looking to maxmize their returns