SI1410's starred repositories
hftbacktest
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, with real-world crypto market-making examples for Binance Futures
hummingbot-1
Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain
cryptochassis-data-api-docs
A REST API providing snapshot, tick, and aggregated market data for crypto-currencies
awesome-systematic-trading
A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资
cryptostore
A scalable storage service for cryptocurrency data
cryptofeed
Cryptocurrency Exchange Websocket Data Feed Handler
Algorithmic-Trading-with-Python
A library of quantiative algorithms for algorithmic trading implemented with Python
MarketMakingMLAlgo
This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
MarketMakingMLAlgo
This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
MarketMaker
Marketmaker trading strategy
crypto_data_monitor
A tool to download cryptocurrencies market data
Avellaneda-Stoikov-Implementation
An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
algotrading-example
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)