high-frequency-trading

There are 231 repositories under high-frequency-trading topic.

• hummingbot

  hummingbot / hummingbot

  Open source software that helps you create and deploy high-frequency crypto trading bots

  algo-tradingarbitragecryptocryptocurrencydexhigh-frequency-tradingopen-sourcetradingtrading-bot
  Language:Python 7348

• 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.

  algorithmic-tradingbacktesting-trading-strategiesfeature-engineeringfeature-selectionhigh-frequency-tradinginvestmentlimit-order-bookmachine-learningmarket-makermarket-makingmarket-microstructuremodel-selectionorderbookorderbook-tick-datapythonquantquantitative-tradingtradingtrading-strategies
  Language:Jupyter Notebook 1804

• nkaz001 / 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.

  algorithmic-tradingalgotradingbacktestingbacktesting-enginebacktesting-trading-strategiesbinancebinance-futurescontributions-welcomecrypto-tradinghfthigh-frequency-tradinglimit-order-bookmarket-makermarket-makingorderbook-tick-dataorderbooksquantitative-tradingtrading-algorithmstrading-bottrading-simulator
  Language:Rust 1066

• ivopetiz / algotrading

  Algorithmic trading framework for cryptocurrencies.

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

• Crypto-toolbox / HFT-Orderbook

  Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

  avl-treebstcdoubly-linked-listhigh-frequency-tradinglimit-order-bookorder-managementorderbookpython3self-balancing-trees
  Language:C 937

• 51bitquant / 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

  51bitquantquantitative-financetrading-botcryptocurrencypythontradingalgorithmic-tradingccxtklinestradingviewmarketmakertrading-strategieshigh-frequency-tradingvnpygekkoquant
  Language:Python 753
• OsEngine

  AlexWan / OsEngine

  Open Source algo trading platform

  trading-bottrading-strategiesbinancetrading-platformtradingbinance-botsbitmex-botmoex-botquik-botalgorithmic-tradingtrading-algorithmsos-engineosenginealgo-trading-softwarealgo-trading-strategiesbotarbitragehigh-frequency-tradingcryptotrading
  Language:C# 666
• 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.

  analyticsmarket-analyticsmarket-datatcatradingtrading-algorithmstrading-platformcsharpmvvmmvvm-architecturemvvm-patternwpfwpf-applicationwpf-uihigh-frequency-tradinghigh-frequency-analyticslimit-order-bookmarket-microstructureorderbook-tick-datahigh-frequency-data
  Language:C# 663

• 0b01 / tectonicdb

  Database for L2 orderbook

  cryptocurrencyhfthigh-frequency-tradingorderbooktrading
  Language:Rust 646

• barter-rs / barter-rs

  Open-source Rust framework for building event-driven live-trading & backtesting systems

  algo-tradingalgorithmic-tradingalgotradingbacktestingbacktesting-enginebacktesting-trading-strategieshfthigh-frequency-tradingquantquantitative-financetrading-bottrading-simulatortrading-strategiesbacktesting-frameworksevent-drivenrusttrading-systemscrypto-botmarket-makingtrading-platform
  Language:Rust 616

• CoinAlpha / hummingbot_chinese

  hummingbot中文资源

  hummingbotcryptocurrencyalgorithmic-tradingquantative-tradinghftopen-source-projectblockchainhigh-frequency-tradingtrading-bottrading-strategiestrading-algorithms
  472

• 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 ]

  market-dataiqfeedtradinghdf5c-plus-plusfinancerealtime-quotes-dataoptionstws-apigreeksoption-pricingoptions-tradingtrading-platformalgo-tradingdtnfuturesalpacaphemexhigh-frequency-tradingtelegram-bot
  Language:C++ 430

• billpwchan / futu_algo

  Futu Algorithmic Trading Solution (Python) 基於富途OpenAPI所開發量化交易程序

  pythonfinancefintechtradingtrading-bottrading-platformfutu-apitrading-strategieshigh-frequency-tradingfutu-algocollaboratelearn
  Language:Python 365

• Elenchev / 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.

  orderbookorder-booklimit-order-bookorderbook-tick-dataheatmaphigh-frequency-tradingcryptocurrencyheapmapd3d3jsmarket-data
  Language:JavaScript 353

• bradleyboyuyang / ML-HFT

  High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

  high-frequency-tradingmachine-learningdeep-learningorderbook-imbalanceorderbook-tick-datafutures
  Language:Jupyter Notebook 231

• featherenvy / botvana

  Botvana is high-performance and event-driven trading system built using Rust (in early development).

  tradingcryptotrading-botbitcoinmarket-makerarbitragehigh-frequency-trading
  Language:Rust 197

• zbarge / stocklook

  crypto currency library for trading & market making bots, account management, and data analysis

  gdaxcoinbasepoloniexcryptocurrencywrappertradingpythonalgo-tradingmarket-makingbitcoinethereumlitecoinhigh-frequency-tradingbitmexbittrexblockchainblockcyphercoinmarketcapcryptopiatwitter
  Language:Python 160

• ChuaCheowHuan / 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.

  multi-agent-reinforcement-learninggym-environmentlimit-order-bookhigh-frequency-tradingrayrllibmarket-microstructurefinancial-engineeringself-playdouble-auctionppozero-sum-gameszero-sumquantitative-financequantitative-tradingmarln-playerlstm
  Language:Jupyter Notebook 135

• hzjken / 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.

  high-frequency-tradinghftprice-predictionmachine-learninglight-gbmrandom-forest
  Language:Python 130

• javifalces / HFTFramework

  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

  algorithmichfthigh-frequency-tradingtradingtrading-bottrading-strategiesdeep-learningmarket-makermarket-makingmarket-making-botreinforcement-learningavellanedaavellaneda-stoikovstoikov
  Language:MQL5 124
• 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.

  binance-trade-botbinance-trading-botcrypto-botcrypto-bot-tradingcrypto-trading-bothigh-frequency-tradingscalpingscalping-bottradingtrading-bottrading-bots-cryptotrading-strategies
  120

• 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!

  machine-learningdeep-learningtradingquantitative-financealgorithmsdata-analysistechnical-analysishigh-frequency-tradingrcpptrading-strategiesquant-financefundamental-analysismarket-microstructure-analysisnlpsentiment-analysis
  Language:R 104

• HujiaYuYoyo / 448Project

  High Frequency Trading

  high-frequency-trading
  Language:Jupyter Notebook 102

• 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

• bradleyboyuyang / Statistical-Arbitrage

  High-frequency statistical arbitrage

  backtesting-frameworkshigh-frequency-tradingoption-greeksornstein-uhlenbeck-processpairs-tradingstatistical-arbitragevasicekwiener-processblack-scholesbrownian-motion
  Language:Jupyter Notebook 89

• abcabhishek / PyLimitOrderBook

  Limit Order Book Implemented in Python

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

• barter-rs / barter-data-rs

  A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.

  rusttrading-botalgo-tradingalgorithmic-tradingalgotradingbacktestingbacktesting-enginebacktesting-frameworksbacktesting-trading-strategiescrypto-botevent-drivenhfthigh-frequency-tradingmarket-makingquantquantitative-financetrading-platformtrading-simulatortrading-strategiestrading-systems
  Language:Rust 82

• Jeonghwan-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.

  financial-engineeringdeep-learningmarket-microstructurehigh-frequency-tradinglimit-order-bookconvolutional-neural-networkslstmtransformer
  Language:Python 70

• AgalmicVentures / Werk

  High-throughput / low-latency C++ application framework

  real-timelow-latencypcaphfthigh-frequency-tradingsimulator
  Language:C++ 61

• qtds35k / HighFrequencyTradingBot

  Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies

  high-frequency-tradingfinancetradingquantitative-financetrading-strategieshft
  Language:Java 56

• CleBeert / crypto-trading-bot-eth-bnb

  crypto-trading-bot

  algorithmic-tradingtrading-botalgo-trading-softwarealgo-trading-strategiesarbitragebinance-botsbinance-tradingbitmex-botcryptotradinghigh-frequency-tradingmoex-botquik-bottrading-platformtrading-strategieseth-bottrading-algorithms-botcryptocurrencybitcoin
  Language:JavaScript 48

• 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

• ericbudish / HFT-Races

  Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill (2021).

  pythonrfinancetradinghigh-frequency-tradinghftsnipinglatency-arbitragestock-exchangefinancial-exchangemarket-designmessage-datalimit-order-bookorder-bookexchangesalgorithmic-tradingbots
  Language:Python 41

• wangrunji0408 / most

  Codes for MO's Trading.

  high-frequency-tradinglow-latencysimd
  Language:Rust 38

• Jackmzw / Price_Prediction_LOB

  Deep learning for price movement prediction using high frequency limit order data

  convolutional-neural-networksrecurrent-neural-networksprice-predictionhigh-frequency-trading
  Language:Python 37

• ChaosQuant / stockindex500

  Trend Prediction for High Frequency Trading

  high-frequency-tradingtrendprediction
  Language:Python 36