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Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
quant
python
trading
orderbook
investment
market-maker
market-making
model-selection
limit-order-book
machine-learning
feature-selection
trading-strategies
algorithmic-trading
feature-engineering
orderbook-tick-data
quantitative-trading
market-microstructure
high-frequency-trading
backtesting-trading-strategies
Created
2016-07-21
158 commits to master branch, last one about a year ago
A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
hft
binance
orderbooks
algotrading
backtesting
trading-bot
market-maker
market-making
crypto-trading
binance-futures
limit-order-book
trading-simulator
backtesting-engine
trading-algorithms
algorithmic-trading
orderbook-tick-data
quantitative-trading
contributions-welcome
high-frequency-trading
backtesting-trading-strategies
Created
2022-08-25
330 commits to master branch, last one a day ago
Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges
This repository has been archived
(exclude archived)
Created
2018-08-08
833 commits to master branch, last one 2 years ago
Open-source Rust framework for building event-driven live-trading & backtesting systems
hft
rust
quant
crypto-bot
algotrading
backtesting
trading-bot
algo-trading
event-driven
market-making
trading-systems
trading-platform
trading-simulator
backtesting-engine
trading-strategies
algorithmic-trading
quantitative-finance
backtesting-frameworks
high-frequency-trading
backtesting-trading-strategies
Created
2022-10-09
406 commits to develop branch, last one about a year ago
Free self-hosted market-making software for cryptocurrency projects and exchanges. Makes trade volume, maintains spread and liquidity/depth, set price range, and builds live-like dynamic order book.
Created
2020-03-12
701 commits to master branch, last one 2 months ago
CCXT-based cross-exchange arbitrage bot operating on CEXs, entirely written in Python. Work without any transfer between exchanges.
Created
2023-01-22
295 commits to main branch, last one 11 days ago
Bot18 is a high-frequency cryptocurrency trading bot developed by Zenbot creator @carlos8f
Created
2018-05-23
136 commits to with-gui branch, last one 5 years ago
Using tabular and deep reinforcement learning methods to infer optimal market making strategies
Created
2022-05-20
109 commits to main branch, last one 11 months ago
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
Created
2021-11-09
101 commits to main branch, last one 14 days ago
💲📈A Kotlin/Java library for cryptocurrency trading. Supporting REST Api and WebSockets non-blocking client base on Reactor Netty
Created
2019-05-03
271 commits to master branch, last one 3 years ago
A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.
hft
rust
quant
crypto-bot
algotrading
backtesting
trading-bot
algo-trading
event-driven
market-making
trading-systems
trading-platform
trading-simulator
backtesting-engine
trading-strategies
algorithmic-trading
quantitative-finance
backtesting-frameworks
high-frequency-trading
backtesting-trading-strategies
Created
2022-10-09
367 commits to develop branch, last one 13 days ago
A CEX-DEX arbitrage research template
Created
2023-08-04
16 commits to main branch, last one 8 months ago
algo trading backtesting on BitMEX
Created
2020-12-25
18 commits to master branch, last one 5 months ago
Implementation of HFT backtesting simulator and Stoikov strategy
Created
2022-10-24
22 commits to main branch, last one about a year ago
Cryptocurrency Trading Bot
Created
2017-10-11
653 commits to master branch, last one 4 years ago
An algorithmic sandbox for Jane Street's game, "Figgie"
Created
2024-05-21
13 commits to main branch, last one 9 days ago
Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.
Created
2023-04-27
12 commits to main branch, last one about a year ago
(compiled) Mempool trading (sniper) bot for ETH BSC MATIC AMMs
Created
2023-05-08
15 commits to main branch, last one about a year ago
Repository for market making ideas
Created
2023-05-16
27 commits to main branch, last one about a month ago