2 results found Sort:

robaho
go-trader robaho
76
403
gpl-3.0
20
financial exchange written in Go, designed for algorithmic trading tests
cui fix grpc html trade golang grpc-go exchange quickfix multicast orderbook marketdata quickfixgo financial-exchange trading-algorithms trading-strategies
Created 2018-08-24
139 commits to master branch, last one 5 months ago
ericbudish
HFT-Races ericbudish
15
45
bsd-3-clause
4
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
r hft bots python finance sniping trading exchanges order-book message-data market-design stock-exchange limit-order-book latency-arbitrage financial-exchange algorithmic-trading high-frequency-trading
Created 2021-07-13
7 commits to main branch, last one 3 years ago