market-making

There are 24 repositories under market-making topic.

• 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.

  high-frequency-tradinglimit-order-bookpythonmachine-learningfeature-selectionfeature-engineeringbacktesting-trading-strategiesmodel-selectiontrading-strategiesquantitative-tradingalgorithmic-tradinginvestmentorderbook-tick-dataquanttradingmarket-makingmarket-makermarket-microstructureorderbook
  Language:Jupyter Notebook 1917

• 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, with real-world crypto market-making examples for Binance Futures

  backtestinghigh-frequency-tradingmarket-makingbacktesting-enginemarket-makeralgotradinghfttrading-botalgorithmic-tradingbacktesting-trading-strategieslimit-order-bookorderbook-tick-dataorderbooksquantitative-tradingtrading-algorithmsbinancebinance-futurescrypto-tradingtrading-simulatorcrypto-bot
  Language:Rust 1787

• stellar-deprecated / kelp

  Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges

  cryptocurrencystellarstellar-networkstellar-lumenstrading-bottrading-strategiestrading-algorithmstradingtrading-platformtrading-apiblockchainliquiditymarket-makermarket-makingccxt-restethereumxlm
  Language:Go 1094

• 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 860
• adamant-tradebot

  Adamant-im / adamant-tradebot

  Free self-hosted market-making software for cryptocurrency projects and exchanges. Makes trade volume, maintains spread and liquidity/depth, set price range, and builds live-like dynamic order book.

  adamantadmazbitbitcoinblockchaincryptocrypto-exchangescryptocurrencyexchangeliquiditymarket-makingorder-bookp2pb2bprice-watchingspreadtradetrade-volumetradestradingtrading-bot
  Language:JavaScript 543
• barbotine-arbitrage-bot

  nelso0 / barbotine-arbitrage-bot

  CCXT-based cross-exchange arbitrage bot operating on CEXs, entirely written in Python. Work without any transfer between exchanges.

  algo-tradingarbitragearbitrage-botarbitrage-tradingarbitrage-trading-botarbitragebotcrypto-arbitragecrypto-botcryptocurrencycryptocurrency-arbitragecryptocurrency-arbitrage-botflashloan-arbitrage-botmarket-makermarket-makingmevpython-crypto-bottrading-bottrading-strategies
  Language:Python 481

• carlos8f / bot18

  Bot18 is a high-frequency cryptocurrency trading bot developed by Zenbot creator @carlos8f

  bitcoinbtcltclitecoinetherethereumethtradingalgohftmachine-learningarbitragemarket-makingfinanceforexnodejscryptocurrencycryptographyhacking
  Language:HTML 193

• zbarge / stocklook

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

  gdaxcoinbasepoloniexcryptocurrencywrappertradingpythonalgo-tradingmarket-makingbitcoinethereumlitecoinhigh-frequency-tradingbitmexbittrexblockchainblockcyphercoinmarketcapcryptopiatwitter
  Language:Python 161

• KodAgge / Reinforcement-Learning-for-Market-Making

  Using tabular and deep reinforcement learning methods to infer optimal market making strategies

  deep-learningdeep-reinforcement-learningdouble-deep-q-networklimit-order-bookmarket-makingq-learningreinforcement-learning
  Language:Jupyter Notebook 158

• outsmartchad / solana-trading-cli

  High-performance suite for Solana HFT and DeFi: CLI, gRPC bots, and low-latency integrations with Jito, bloXroute, Jupiter, and DEXes

  algo-tradingcommand-line-tooldecentralized-exchangedeveloper-toolsgrpchigh-frequency-tradingmeteoraorcaraydiumsolana
  Language:TypeScript 148

• 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 141

• jialuechen / statsmaker

  Probabilistic Programming Language for Order Execution and Routing Modeling

  quantitative-tradingstrategy-developmentmarket-microstructureprobabilistic-programmingpyrolimit-order-bookmarket-makingtransaction-cost-analyticsprice-impactoptimal-execution
  Language:Python 111

• barter-rs / barter-data-rs

  NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs

  rusttrading-botalgo-tradingalgorithmic-tradingalgotradingbacktestingbacktesting-enginebacktesting-frameworksbacktesting-trading-strategiescrypto-botevent-drivenhfthigh-frequency-tradingmarket-makingquantquantitative-financetrading-platformtrading-simulatortrading-strategiestrading-systems
  Language:Rust 101

• namjug-kim / reactive-crypto

  💲📈A Kotlin/Java library for cryptocurrency trading. Supporting REST Api and WebSockets non-blocking client base on Reactor Netty

  altcoinapibitcoincryptocurrencybinancebithumbupbithuobiokexkrakenbitmexbitmaxwebsocketarbitragemarket-makingtrading-botbitstamppoloniexcryptocurrency-tradingbhex
  Language:Kotlin 100

• mmssss / hft-market-making

  Implementation of HFT backtesting simulator and Stoikov strategy

  hftmarket-makingtrading
  Language:Jupyter Notebook 86

• solidquant / cex-dex-arb-research

  A CEX-DEX arbitrage research template

  arbitragecryptomarket-makingmev
  Language:Jupyter Notebook 82

• nkaz001 / market-making-backtest

  algo trading backtesting on BitMEX

  market-makingbacktestingoptimizationbitcoinbacktestmarket-makertradingtrading-bottrading-algorithmsalgotradingbacktesting-trading-strategiesbacktester-pythonalgorithm-tradingbitcoin-trading-botsbitcoin-trading-bot
  Language:Jupyter Notebook 74

• 0xDub / figgie-auto

  An algorithmic sandbox for Jane Street's game, "Figgie"

  market-makingrusttrading
  Language:Rust 69

• karma0 / nombot

  Cryptocurrency Trading Bot

  algorithmcryptocurrencycryptocurrency-trading-botcurrenciesexchangemarket-makermarket-makingpythonstrategy
  Language:Python 57

• uppiter / Auto-Market-Maker-Bot-DeFi-Trading

  Maximize your crypto gains with our user-friendly DeFi trading bot. Advanced risk management, multi-chain support, and automated strategies for highest ROI. Start sniping tokens now

  algorithmic-tradingarbitrageautomated-strategiesblockchaincryptocryptocurrencydecentralized-exchangedecentralized-financeliquidity-providersrisk-managementstakingstarknettechnical-analysistoken-snipingtrading-signalsyield-farmingfront-runningfront-running-botmarket-makermarket-making
  Language:C# 57

• keanekwa / Optiver-Ready-Trader-Go

  Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.

  avellaneda-stoikovmarket-makingoptiverquantitative-financetrading
  Language:Python 48

• pe049395 / Market-Making

  Repository for market making ideas

  avellaneda-stoikovhfthigh-frequency-tradingmarket-makingreinforcement-learning
  Language:Python 33

• Lak1Lay / mempool-trading-bot

  (compiled) Mempool trading (sniper) bot for ETH BSC MATIC AMMs

  dapps-developmentethereum-contractmempool-snipersniper-botmempool-sniper-botcryptocurrencyuniswap-v3market-making
  Language:Python 31

• nkaz001 / sample-market-maker

  Sample BitMEX Market Making Bot

  bitcoinmarket-makingmarket-making-bot
  Language:Python 27

• lcsrodriguez / optimalHFT

  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)

  cox-point-processhfthigh-frequency-tradingoptimizationstochastic-controll1-datacalibrationparameters-estimationpoisson-processmarket-making
  Language:Jupyter Notebook 24

• quedexnet / java-market-maker

  Simple Market Making bot for Quedex Bitcoin Derivatives Exchange.

  quedexmarket-makingbitcoinderivativesexchangejavaalgo-tradingbitcoin-optionsbitcoin-walletoptionsfutures
  Language:Java 24

• mglush / ready-trader-go-2023

  Submission for Optiver's 2023 ReadyTraderGo.

  algorithmic-tradingmarket-makingoptiver
  Language:Jupyter Notebook 22

• 0xDub / mm-card-game

  Simple Market-Taking Card Game

  market-makingpythonsimulation
  Language:Python 20

• nikhilsaraf / stellar-downloader

  Download trades and payment data from the Stellar blockchain network as a CSV file for accounting purposes

  cryptocurrencystellarstellar-networkstellar-lumenstradingtrading-platformblockchainmarket-makermarket-makingtrading-bot
  Language:JavaScript 12

• 1leolem1 / Implied-PDF-from-crypto-option-prices

  cryptocurrencymarket-makingoptions-trading
  Language:Python 5

• lfginweb3 / solana-bot

  Omnipotent Trading Bot for SPL token on Solana. The most powerful and the best Automatic Market Making System(boost token holders, boost trading volume, etc...)

  ammauto-tradingautomationliquiditymarket-makingraydiumsnipesolanaspljupiter
  5

• strongholdpay / xlm-aggregator

  Aggregation of xlm pricing and volume across various trading platforms.

  pythonxlmcryptocurrencymarket-makermarket-making
  Language:Python 5

• KypyoDev / Solana-Sniping-Memecoin-Bot

  SOL Auto Buy/Sell Memecoin

  autobuyerautosellbotkryptosnipping-toolsolanawalletcommand-line-tooldecentralized-exchangedeveloper-toolsdexhigh-frequency-tradingmarket-makingprice-apiraydiumraydium-sdkspl-tokentradingbotweb3jslgo-trading
  Language:JavaScript 3

• Switcheo / demex-bots

  Simple market making bots for Demex exchange. Meant to provide liquidity for testing, not for making money.

  demexbotmarket-making
  Language:JavaScript 3

• blaahhrrgg / limit-order-book

  Various implementations of a limit order book for benchmarking.

  limit-order-bookmatching-enginemarket-makingorder-bookquantitative-financealgorithmic-tradingfinancehigh-frequency-tradingpython
  Language:Jupyter Notebook 2

• pe049395 / IMC-Prosperity-2024

  Our solution for IMC Prosperity 2 (Overall Rank 13)

  arbitragemarket-makingalgorithmic-trading
  Language:Python 2