Trending repositories for topic hft
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.
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
The C++23 interfaces used to communicate between trading strategies and market gateways.
Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
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.
The C++23 interfaces used to communicate between trading strategies and market gateways.
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
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.
Open-source Rust framework for building event-driven live-trading & backtesting systems
A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
A high-performance trading library, written in Mojo and C++, designed to simplify quantitative trading.
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
A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.
A high-performance trading library, written in Mojo and C++, designed to simplify quantitative trading.
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.
Open-source Rust framework for building event-driven live-trading & backtesting systems
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
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
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.
Open-source Rust framework for building event-driven live-trading & backtesting systems
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
A high frequency, market making cryptocurrency trading platform in node.js
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.
The C++23 interfaces used to communicate between trading strategies and market gateways.
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
A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.
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.
A high-performance trading library, written in Mojo and C++, designed to simplify quantitative trading.
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
A minimalist, low-latency, HFT CME MDP 3.0 C++ market data feed handler implementing all required features
Open-source Rust framework for building event-driven live-trading & backtesting systems
Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) :rocket::rocket:
Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
visualize financial microstructure 📈 & debug trading bots 🤖
A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
High performance and low latency Exchange Collections written in Java
Java/MySQL real-time algorithmic trading using Interactive Brokers API
The C++23 interfaces used to communicate between trading strategies and market gateways.
A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
A high-performance trading library, written in Mojo and C++, designed to simplify quantitative trading.
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.
Open-source Rust framework for building event-driven live-trading & backtesting systems
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
A high frequency, market making cryptocurrency trading platform in node.js
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
The C++23 interfaces used to communicate between trading strategies and market gateways.
Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) :rocket::rocket:
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
Implementation of HFT backtesting simulator and Stoikov strategy
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.
Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) :rocket::rocket:
Open-source Rust framework for building event-driven live-trading & backtesting systems
A minimalist, low-latency, HFT CME MDP 3.0 C++ market data feed handler implementing all required features
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
用C++开发的跨平台的基于ctp api的交易程序，可以实现在云服务器连续自动运行，无需手动干预，微信监控实时通知，接触不到电脑也可随时了解交易行情动态，数据文件自动压缩上传百度网盘，熟悉无锁ringbuffer的使用，尽可能降低延迟。
Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).
Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
High performance and low latency Exchange Collections written in Java