market-making

There are 21 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.

  algorithmic-tradingbacktesting-trading-strategiesfeature-engineeringfeature-selectionhigh-frequency-tradinginvestmentlimit-order-bookmachine-learningmarket-makermarket-makingmarket-microstructuremodel-selectionorderbookorderbook-tick-datapythonquantquantitative-tradingtradingtrading-strategies
  Language:Jupyter Notebook 1802

• stellar / 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 1069

• 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.

  backtestinghigh-frequency-tradingmarket-makingbacktesting-enginemarket-makeralgotradinghfttrading-botalgorithmic-tradingbacktesting-trading-strategieslimit-order-bookorderbook-tick-dataorderbooksquantitative-tradingtrading-algorithmsbinancebinance-futurescontributions-welcomecrypto-tradingtrading-simulator
  Language:Rust 1049

• 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 614
• 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 486
• 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.

  arbitragearbitrage-tradingarbitrage-trading-bottrading-botarbitrage-botalgo-tradingcryptocurrencycryptocurrency-arbitragecryptocurrency-arbitrage-botcrypto-botcrypto-arbitragepython-crypto-botmevflashloan-arbitrage-bottrading-strategiesmarket-makermarket-makingarbitragebot
  Language:Python 449

• 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 160

• 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 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 122

• 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 96

• 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 81

• 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 70

• solidquant / cex-dex-arb-research

  A CEX-DEX arbitrage research template

  arbitragecryptomarket-makingmev
  Language:Jupyter Notebook 70

• karma0 / nombot

  Cryptocurrency Trading Bot

  exchangestrategyalgorithmcurrenciespythoncryptocurrency-trading-botcryptocurrencymarket-makermarket-making
  Language:Python 57

• mmssss / hft-market-making

  Implementation of HFT backtesting simulator and Stoikov strategy

  hftmarket-makingtrading
  Language:Jupyter Notebook 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 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

• quedexnet / java-market-maker

  Simple Market Making bot for Quedex Bitcoin Derivatives Exchange.

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

• pe049395 / Market-Making

  Market making via Avellaneda & Stoikov model, Gueant & Lehalle & Fernandez-Tapia model, reinforcement learning.

  avellaneda-stoikovmarket-makingreinforcement-learninghfthigh-frequency-trading
  Language:Python 21

• 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 17

• mglush / ready-trader-go-2023

  Submission for Optiver's 2023 ReadyTraderGo.

  algorithmic-tradingmarket-makingoptiver
  Language:Jupyter Notebook 17

• 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

• strongholdpay / xlm-aggregator

  Aggregation of xlm pricing and volume across various trading platforms.

  pythonxlmcryptocurrencymarket-makermarket-making
  Language:Python 5

• Tdiod11 / mempool-sniper-v2-0

  Auto Trading Bot

  arbitragearbitrage-botautomated-trading-botbitcoinbtctrademarket-makingmarket-making-botmempoolmempool-snipermempool-sniper-botsniper-bottrading-botuniswap-v3
  5

• jialuechen / libstoch

  C++ Library for Stochastic Optimal Control in Trading

  stochastic-optimizationalgorithmic-tradingmarket-makingmarket-microstructureorder-management
  Language:C++ 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 1

• jialuechen / libflow

  Market Liquidity Analytics C++ Library

  algorithmic-tradingliquiditymarket-makingstochastic-optimizationalmgren-chrissdynamic-programming
  Language:C++ 1

• mchlzhao / discord-market-making

  discord-botdiscord-pymarket-makingbinary-optionsgoogle-sheets-apipythonfinancetrading
  Language:Python 1

• phelstab / bachelor

  Bachelors Thesis of phelstab

  abideshftmarket-makinghigh-frequency-tradingnasdaqnyseagent-based-simulationdiscrete-event-simulationchaos-theorydeterministic
  Language:Jupyter Notebook 1

• BilalBAI / sample-market-making-agent

  A sample market making agent that can estimate fair price and generate quotes

  algorithmic-tradingmarket-making
  Language:Jupyter Notebook 0

• gilarus / sats

  Statistic Arbitrage Trading System

  market-makingbitcoinflask-applicationstatistic-arbitragebitmexswagger-api
  Language:JavaScript 0

• williamdevena / RL_for_Market_making_in_Sports_Trading

  Reinforcement Learning for market making in the sports trading (betting) market.

  bettingmarket-makermarket-makingreinforcement-learningsportstrading
  Language:Python