hft-trading

There are 65 repositories under hft-trading topic.

• StockSharp

  StockSharp / StockSharp

  Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).

  algorithmic-tradingalgorithmic-trading-enginebacktestingbitcoinsbrokerbrokersc-sharpcryptocryptocurrencyfinancefixprotocolforexhft-tradinginteractive-brokersquantitative-financestockstradingtrading-platformtrading-robotstrading-strategies
  Language:C# 6660

• michaelgrosner / tribeca

  A high frequency, market making cryptocurrency trading platform in node.js

  bitcoincryptocurrencydockerexchangehfthft-tradingmarket-makertradetradingtrading-bot
  Language:TypeScript 3954
• exchange-core

  exchange-core / exchange-core

  Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.

  trading-platformtrading-apilmax-disruptormatching-enginebitcoinjavahfthft-tradinglow-latencylock-freeexchangeforex-tradingstock-marketstock-tradingstock-exchangeorder-bookexchange-apimatching-algorithmcryptocurrencycryptocurrency-exchanges
  Language:Java 1983

• ivopetiz / algotrading

  Algorithmic trading framework for cryptocurrencies.

  cryptocryptocurrencycryptocurrenciescryptocurrency-exchangesalgorithmic-tradingalgotradingframeworkhfthft-tradingbotbacktestbacktesting-trading-strategiesrealtimetradingtrading-bottrading-algorithmstrading-simulatortrading-apihigh-frequency-tradingcrypto-algotrading
  Language:Python 1005

• alpacahq / example-scalping

  A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio

  algorithmic-tradingalgotradingpython3asyncasyncioalpacamarket-datascalpinghft-tradingapifintechtrading-bottrading-strategy
  Language:Python 726

• alpacahq / example-hftish

  Example Order Book Imbalance Algorithm

  financetradingtrading-algorithmsalpacapythonnats-streamingpython3numpyorderbookreal-timehft-tradinghftasyncasyncio
  Language:Python 721
• quickfix

  quickfixgo / quickfix

  The Go FIX Protocol Library :rocket:

  quickfixfinancefixprotocoltrading-systemsfinancial-marketsfinancial-datafintechquantitative-financemessaging-librarycryptocurrencystock-markethft-tradingstocksprotocoldockerfinancial-information-exchangegolanggo
  Language:Go 713

• fremantle-industries / tai

  A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine

  algorithmic-tradingautomated-tradingbitcoincrypto-tradercrypto-tradingcrypto-trading-botcryptocurrencycryptocurrency-tradercryptocurrency-trading-botderivativesfintechhfthft-tradinginvestmentquantquantitative-financetradingtrading-bottrading-systems
  Language:Elixir 449

• gavincyi / LightMatchingEngine

  A very light matching engine in Python.

  orderbooktradingmatching-engineorderhft-trading
  Language:Python 313

• piquette / quantlib

  The idiomatic rust implementation of the QuantLib C++ quantitative finance library

  quantitative-financerusthft-tradingfinancial-analysisfinancemathematics
  Language:Rust 135

• mark-sch / RedGekko

  Node.js crypto trading bot. Spot and derivative markets: Binance, Bybit, Ftx, Bitmex ...

  tradingbotcryptobitcoinalgotradinghft-tradingftxbybitbinance
  Language:CSS 120

• fasenderos / hft-limit-order-book

  Ultra-fast Node.js Limit Order Book for high-frequency trading (HFT) :rocket::rocket:

  exchangehfthft-tradinglimit-order-bookmatching-algorithmmatching-enginenodejsorder-bookorderbooktradingtypescript
  Language:TypeScript 111

• ivopetiz / crypto-database

  Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.

  technical-analysisfundamental-analysisdatabasecryptocryptocurrency-exchangescryptocoinsbittrexbitcoinbinancecryptopiapoloniexrippleethereumtradingtrading-bothfthft-tradinghigh-frequency-trading
  Language:Go 96

• Naseefabu / HFTBOT

  Cross Exchange/Hedged market making Trading Bot in C++

  cryptocurrencyhfthft-tradinginfrastructuretrading-algorithms
  Language:C++ 96

• algosenses / Order_Imbalance_HFT

  非平衡订单流高频交易模型

  hft-tradingmachine-learning
  Language:Python 95

• abcabhishek / PyLimitOrderBook

  Limit Order Book Implemented in Python

  limit-order-bookhigh-frequency-tradinghfthft-tradingorderbookpython
  Language:Python 87

• Metnew / neural-finance

  Neural Network for HFT-trading [experimental]

  deep-learningfinancehft-tradingdata-analysisrecurrent-neural-networksneural-networkfinance-notestradingmachine-learning
  Language:Python 81

• pgaref / orderbook

  OrderBook Simulator with Limit and Iceberg functionality

  hft-tradingmatching-engineorderorderbookpythontrading
  Language:Python 65

• mkipnis / DistributedATS

  DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS

  fixfixprotocolmatchingenginefixgatewayalgotradinghft-tradinghftorderbookmarketdataclobmatching-enginemarketquickfixorder-bookmatching-enginescryptocrypto-exchangedarkpooldarkpools
  Language:C++ 56

• camandrewz / CamCapital

  Personal Project that implements a variety of HFT strategies in C++

  hfthft-tradingalgorithmic-tradingquantitative-finance
  Language:C++ 54

• AlbatrossAutomated / tumbleweed_gdax

  Prototype market maker specialized to trade on CoinbasePro

  market-makerautomated-tradinghft-tradingtradingtrading-botcryptocryptocurrenciescryptocurrency-exchangescrypto-traderhftbitcoinlitecoinethereumcryptocurrency-trading-botgdaxgdax-rubygdax-apicryptocurrency-trader
  Language:Ruby 50

• jmakov / dragonflybot

  A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.

  hfthft-tradingrusttradingalgo-tradingalgo-trading-softwarearbitragecryptocryptocurrencyhigh-frequency-tradinglow-latency
  Language:Rust 43

• abhi-g80 / pytradesimulator

  Python based exchange simulator using FIX protocol

  quickfix-pythonexchange-serverfix-enginefix-protocolhft-tradingmatching-engine
  Language:Python 34

• blckswmngbrd / Dempster-Shafer-Trading-Algo

  "High Frequency" style trading algo based on the Dempster-Shafer fusion theory in C# using the Interactive Brokers API.

  hft-tradingdempster-shafer-theorytrading-bottrading-algorithmsbiddepthprice-improvement-degreemass-functionsstyle-trading-algointeractive-brokers
  Language:C# 28

• vincent212 / CME-Market-Data-Handler

  A minimalist, low-latency, HFT CME MDP 3.0 C++ market data feed handler implementing all required features

  marketdatacmecpp17mdpmdp3-handlerhfthft-datahft-trading
  Language:C++ 28

• dendisuhubdy / quanttrade

  Quantitative Trading Library

  hft-tradinghfttradingfinance
  Language:C++ 27

• erdieee / ceres

  Cryptocurrency Arbitrage Bot

  arbitragearbitrage-botcrypto-arbitragecryptocurrencymarket-makercryptocrypto-tradinghfthft-tradingccxt
  Language:Python 26

• tjmcrill / automated_trading

  High Frequency Trading (HFT) done using the Alpaca Trade API and Python.

  pythonalpacatrading-algorithmshft-tradinghft
  Language:Python 25

• AlbatrossAutomated / blue_collar_gdax

  Prototype market maker specialized to trade on CoinbasePro

  market-makerautomated-tradinghft-tradingtradingtrading-botcryptocryptocurrency-exchangescryptocurrenciescrypto-traderhftbitcoinlitecoinethereumcryptocurrency-tradercryptocurrency-trading-botgdaxgdax-rubygdax-api
  Language:Ruby 24

• kiwaa / exchange-core-dotnet

  trading-platformtrading-apilmax-disruptormatching-enginebitcoindotnethfthft-tradinglow-latencylock-freeexchangeforex-tradingstock-tradingstock-exchangeorder-bookexchange-apimatching-algorithmcryptocurrencycryptocurrency-exchanges
  Language:C# 21

• mjamilfarooq / tradingapp

  HFT based application that work with Akela Connectivity for NYSE.

  hfthft-tradinghigh-frequency-tradingalgorithmic-tradingcpp11boost-libraries
  Language:C++ 20

• adamgilman / remob

  REMote OrderBook is a Python based, redis backed, order book for financial instruments which allows an order book to be kept remotely on redis and accessed for analysis quickly and easily.

  financehft-tradingpythonredis
  Language:Python 17

• fremantle-industries / ex_bitmex

  BitMEX API Client for Elixir

  algorithmic-tradingautomated-tradingbitcoinbitmexcryptocrypto-traderelixirfintechhfthft-tradingquanttradingtrading-bottrading-systems
  Language:Elixir 15

• tomoyoshki / HFT-strategies

  High Frequency Trading strategies.

  algorithmic-tradingdeep-learninghfthft-tradingkalmankalman-filterlstm-neural-networksstock-markettradingkalman-filter-strategy
  Language:Python 15

• bitwyre / fixparser

  A Financial Information eXchange message parser

  parserhfthft-tradingbitwyre
  Language:C++ 12

• bitwyre / sdk

  Bitwyre's Software Development Kit - Algorithmic Trading

  algorithmic-tradingbitwyrefinancefix-apifixprotocolhfthft-tradingrest-apiwebsocket-api
  Language:C++ 12