Skip to content
#

high-frequency-trading

Here are 125 public repositories matching this topic...

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

  • Updated Jun 16, 2024
  • Rust
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.

  • Updated Mar 30, 2024
  • C#

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 ]

  • Updated Jun 16, 2024
  • C++

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.

  • Updated Mar 9, 2021
  • JavaScript

This Bot, a DeFi Trading bot for ETH, BSC, AVAX, MATIC, FTM, Harmony, Metis, CRONOS, KCC, VELAS, Pulsechain, Venom, Kaikas, Milkomeda, Solana and more. As well as farming yield, mining liquidity, and sniping only profitable CHAIN tokens during listing while avoiding scam projects

  • Updated Jun 15, 2024
  • C#

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.

  • Updated Jan 1, 2023
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the high-frequency-trading topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the high-frequency-trading topic, visit your repo's landing page and select "manage topics."

Learn more