hft
There are 134 repositories under hft topic.
hummingbot/hummingbot
Open source software that helps you create and deploy high-frequency crypto trading bots
wondertrader/wondertrader
WonderTrader——量化研发交易一站式框架
michaelgrosner/tribeca
A high frequency, market making cryptocurrency trading platform in node.js
kungfu-origin/kungfu
Kungfu Trader
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.
nkaz001/hftbacktest
A high-frequency trading and market-making backtesting and trading bot 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
ivopetiz/algotrading
Algorithmic trading framework for cryptocurrencies.
barter-rs/barter-rs
Open-source Rust framework for building event-driven live-trading & backtesting systems
wondertrader/wtpy
wtpy是基于wondertrader为底层的针对python的子框架
sadighian/crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
alpacahq/example-hftish
Example Order Book Imbalance Algorithm
0b01/tectonicdb
Database for L2 orderbook
CoinAlpha/hummingbot_chinese
hummingbot中文资源
roq-trading/roq-api
C++ interfaces used to communicate with Roq's market gateways.
fremantle-industries/tai
A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine
rediar/InteractiveBrokers-Algo-Trading-API
Java/MySQL real-time algorithmic trading using Interactive Brokers API
martinobdl/ITCH
Nasdaq Order Book Reconstructor
alexey-ernest/go-hft-orderbook
Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
javifalces/HFTFramework
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
carlos8f/bot18
Bot18 is a high-frequency cryptocurrency trading bot developed by Zenbot creator @carlos8f
SoftAlgoTrade/TradingStrategies
Algorithmic trading strategies
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.
fasenderos/nodejs-order-book
Ultra-fast Node.js Order Book written in TypeScript for high-frequency trading (HFT) :rocket::rocket:
fpga2u/AXOrderBook
A股订单簿工具,使用逐笔行情进行订单簿重建、千档快照发布、各档委托队列展示等,包括python模型和FPGA HLS实现。
rubik/lobster
A fast in-memory limit order book (LOB).
Naseefabu/HFTBOT
Cross Exchange/Hedged market making Trading Bot in C++
barter-rs/barter-data-rs
NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs
ivopetiz/crypto-database
Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.
mmssss/hft-market-making
Implementation of HFT backtesting simulator and Stoikov strategy
hftlab/MarketDataRec
用C++开发的跨平台的基于ctp api的交易程序,可以实现在云服务器连续自动运行,无需手动干预,微信监控实时通知,接触不到电脑也可随时了解交易行情动态,数据文件自动压缩上传百度网盘,熟悉无锁ringbuffer的使用,尽可能降低延迟。
abcabhishek/PyLimitOrderBook
Limit Order Book Implemented in Python
chicago-joe/InteractiveBrokers-PairsTrading-Algo
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
alexkachanov/performance
Collection of documents related tunings for performance of Java low-latency trading systems: from hardware up to application level
maxim2266/FullFIX
A library for parsing FIX (Financial Information eXchange) protocol messages.
mkipnis/DistributedATS
DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS
AgalmicVentures/Werk
High-throughput / low-latency C++ application framework