high-frequency-trading
There are 251 repositories under high-frequency-trading topic.
- hummingbot
hummingbot / hummingbot
Open source software that helps you create and deploy high-frequency crypto trading bots
Language:Python 7953 rorysroes / SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Language:Jupyter Notebook 1916nkaz001 / 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
Language:Rust 1787ivopetiz / algotrading
Algorithmic trading framework for cryptocurrencies.
Language:Python 1083Crypto-toolbox / HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
Language:C 988barter-rs / barter-rs
Open-source Rust framework for building event-driven live-trading & backtesting systems
Language:Rust 86051bitquant / 51bitquant
51bitquant Python数字货币量化交易视频 CCXT框架 爬取交易所数据 比特币量化交易 交易机器人51bitquant tradingbot cryptocurrency quantitative trading btc trading
Language:Python 819- OsEngineLanguage:C# 735
- VisualHFT
silahian / VisualHFT
VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
Language:C# 729 - Language:Rust 677
CoinAlpha / hummingbot_chinese
hummingbot中文资源
rburkholder / trade-frame
C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]
Language:C++ 478billpwchan / futu_algo
Futu Algorithmic Trading Solution (Python) 基於富途OpenAPI所開發量化交易程序
Language:Python 396Elenchev / order-book-heatmap
OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.
Language:JavaScript 378bradleyboyuyang / ML-HFT
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
Language:Jupyter Notebook 287- Language:C 257
featherenvy / botvana
Botvana is high-performance and event-driven trading system built using Rust (in early development).
Language:Rust 211zbarge / stocklook
crypto currency library for trading & market making bots, account management, and data analysis
Language:Python 161outsmartchad / solana-trading-cli
High-performance suite for Solana HFT and DeFi: CLI, gRPC bots, and low-latency integrations with Jito, bloXroute, Jupiter, and DEXes
Language:TypeScript 147hzjken / HFT-price-prediction
A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
Language:Python 146javifalces / HFTFramework
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
Language:MQL5 141ChuaCheowHuan / gym-continuousDoubleAuction
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
Language:Jupyter Notebook 138High-frequency statistical arbitrage
Language:Jupyter Notebook 128- barbotine-scalping-bot
nelso0 / barbotine-scalping-bot
Powered by Bitfinex's orderbooks data, Barbotine Scalping is a medium-frequency trading bot capable of taking successful trades without worrying about trends or market direction.
Manudecara / Algo-Trading
This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!
Language:R 111- Language:Jupyter Notebook 105
jialuechen / tfq-finance
Quantum-Classic Machine Learning Library for Finance
Language:Python 103NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs
Language:Rust 101Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.
Language:Go 98abcabhishek / PyLimitOrderBook
Limit Order Book Implemented in Python
Language:Python 90Jeonghwan-Cheon / lob-deep-learning
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
Language:Python 85uomopuro / Encryption-DexTrading-BSC-AAVE-ERC20-BOT
Trading and Snipe new tokens on XDAI, ARBITRUM, MATIC, Ethereum(ETH), BASE, BLAST, Binance Smart Chain(BSC), BNB, Solana(SOL), and more, and add automation to your Pancakeswap, Uniswap and more DEX trading. Limit orders, take profit, and stop loss on DEX. Minimal slippage on trades,liqudity mining
Language:Python 62AgalmicVentures / Werk
High-throughput / low-latency C++ application framework
Language:C++ 61qtds35k / HighFrequencyTradingBot
Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies
Language:Java 60jmakov / dragonflybot
A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
Language:Rust 49CleBeert / crypto-trading-bot-eth-bnb
crypto-trading-bot
Language:JavaScript 48
