GitHub topics: hft

Repositories

hummingbot/hummingbot

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

Language: Python - Size: 531 MB - Last synced at: about 22 hours ago - Pushed at: 1 day ago - Stars: 12,775 - Forks: 3,561

ivopetiz/algotrading

Algorithmic trading framework for cryptocurrencies.

Language: Python - Size: 981 KB - Last synced at: about 19 hours ago - Pushed at: 11 months ago - Stars: 1,296 - Forks: 189

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 and Bybit

Language: Rust - Size: 124 MB - Last synced at: 2 days ago - Pushed at: 3 days ago - Stars: 2,640 - Forks: 521

eeiaao/flox

Modular framework for building trading systems

Language: C++ - Size: 734 KB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 23 - Forks: 1

tar-ser/Hyperliquid-Order-Book-Imbalance-Sniper-Bot

Order Book Imbalance Sniper Bot is a simple and effective tool to automate trading on the decentralized exchange Hyperliquid. The bot monitors the order book in real time, identifies imbalances between buy and sell order volumes, and executes trades based on user-defined parameters.

Language: Python - Size: 3.51 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 363 - Forks: 39

kungfu-origin/kungfu

Kungfu Trader

Language: C++ - Size: 166 MB - Last synced at: 6 days ago - Pushed at: about 1 year ago - Stars: 3,592 - Forks: 1,151

FranklineMisango/Lumibot_Algorithms

Live SPY Algorithmic Backed bots for Day Trading Stocks by utilizing ALPACA / IBrokers as the REST Agents.

Language: HTML - Size: 1.77 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 29 - Forks: 15

biyo4027/Ethereum-MEV_Bot

🔰 A JavaScript-based Ethereum trading bot with local execution, advanced configurations, and DEX (MEV-Bot) integration for automated and reliable trading.

Language: JavaScript - Size: 1.11 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 0 - Forks: 0

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.

Language: Java - Size: 1.54 MB - Last synced at: 5 days ago - Pushed at: over 1 year ago - Stars: 2,226 - Forks: 857

0b01/tectonicdb

Database for L2 orderbook

Language: Rust - Size: 69.3 MB - Last synced at: 5 days ago - Pushed at: over 1 year ago - Stars: 703 - Forks: 96

roq-trading/roq-api

C++23 interfaces used to communicate with Roq's market gateways.

Language: C++ - Size: 12 MB - Last synced at: 1 day ago - Pushed at: 8 days ago - Stars: 481 - Forks: 113

barter-rs/barter-rs

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

Language: Rust - Size: 2.61 MB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 1,363 - Forks: 210

roq-trading/roq-cpp-algo-template

C++23 algo template project.

Language: C++ - Size: 781 KB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 2 - Forks: 2

rpjayaraman/DV-resource

A repository aggregating links to essential documentation, tutorials, and research papers for hardware Design Verification.

Size: 70.3 KB - Last synced at: 11 days ago - Pushed at: 11 days ago - Stars: 18 - Forks: 5

chicago-joe/InteractiveBrokers-PairsTrading-Algo Fork of jamesmawm/High-Frequency-Trading-Model-with-IB

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

Language: Python - Size: 6.61 MB - Last synced at: 8 days ago - Pushed at: 20 days ago - Stars: 91 - Forks: 28

wondertrader/wtpy

wtpy是基于wondertrader为底层的针对python的子框架

Language: Python - Size: 813 MB - Last synced at: 12 days ago - Pushed at: 10 months ago - Stars: 1,232 - Forks: 323

vj013il/solana-arbitragebot-dca

Autonomous tool for safe trading in Solana network, automated DCA via Jupiter API, CEX/DEX Arbitrage, MEV-protection, Copying whales

Language: JavaScript - Size: 1.83 MB - Last synced at: 10 days ago - Pushed at: about 1 month ago - Stars: 186 - Forks: 5

wondertrader/wondertrader

WonderTrader——量化研发交易一站式框架

Language: C++ - Size: 281 MB - Last synced at: 14 days ago - Pushed at: 3 months ago - Stars: 5,064 - Forks: 977

rubik/lobster

A fast in-memory limit order book (LOB).

Language: Rust - Size: 360 KB - Last synced at: 8 days ago - Pushed at: over 2 years ago - Stars: 152 - Forks: 26

fasenderos/nodejs-order-book

Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT) :rocket::rocket:

Language: TypeScript - Size: 3.51 MB - Last synced at: 11 days ago - Pushed at: 14 days ago - Stars: 166 - Forks: 40

raquentin/punt-engine

📉 An FPGA-accelerated high-frequency trading engine.

Language: C++ - Size: 2.3 MB - Last synced at: 9 days ago - Pushed at: 2 months ago - Stars: 17 - Forks: 5

roq-trading/roq-algo

C++23 tools and utilities for algorithmic trading.

Language: C++ - Size: 409 KB - Last synced at: 16 days ago - Pushed at: 16 days ago - Stars: 13 - Forks: 2

Open-Markets-Initiative/Directory

General information about The Open Markets Initiative

Size: 242 MB - Last synced at: 18 days ago - Pushed at: 18 days ago - Stars: 37 - Forks: 0

VrushankPatel/velocimex

Modular High-Frequency Trading Ecosystem (Go + ShadCN + Realtime Analytics) A low-latency, modular HFT infrastructure built in Go with real-time market connectivity, strategy simulation, arbitrage detection, order book analytics, and a modern ShadCN UI. Designed for both research and production-grade deployment. Plug. Detect. Simulate. Dominate.

Language: Go - Size: 96.7 KB - Last synced at: 18 days ago - Pushed at: 18 days ago - Stars: 0 - Forks: 0

alpacahq/example-hftish

Example Order Book Imbalance Algorithm

Language: Python - Size: 60.5 KB - Last synced at: 10 days ago - Pushed at: almost 2 years ago - Stars: 792 - Forks: 243

mkipnis/DistributedATS

DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS

Language: C++ - Size: 1.86 MB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 83 - Forks: 23

carlos8f/bot18

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

Language: HTML - Size: 112 MB - Last synced at: 15 days ago - Pushed at: over 2 years ago - Stars: 196 - Forks: 29

michaelgrosner/tribeca

A high frequency, market making cryptocurrency trading platform in node.js

Language: TypeScript - Size: 1.93 MB - Last synced at: 20 days ago - Pushed at: over 3 years ago - Stars: 4,038 - Forks: 946

cka09191/BDLOB-Implementation

BDLOB implementation

Language: Jupyter Notebook - Size: 421 KB - Last synced at: 22 days ago - Pushed at: 22 days ago - Stars: 0 - Forks: 0

vladipavliv/trading-platform

C++ hft platform

Language: C++ - Size: 578 KB - Last synced at: 26 days ago - Pushed at: 26 days ago - Stars: 0 - Forks: 0

exchange-core/collections

High performance and low latency Exchange Collections written in Java

Language: Java - Size: 180 KB - Last synced at: 21 days ago - Pushed at: about 1 year ago - Stars: 59 - Forks: 35

fremantle-industries/tai

A composable, real time, market data and trade execution toolkit. Built with Elixir, runs on the Erlang virtual machine

Language: Elixir - Size: 5.83 MB - Last synced at: 20 days ago - Pushed at: 6 months ago - Stars: 475 - Forks: 78

Virushtuh/itch

Nasdaq TotalView-ITCH 5.0 Parser

Language: Python - Size: 28.3 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

mental32/exchange-orderbook

A Full-stack, Auction-market, Spot-exchange written in Rust.

Language: Rust - Size: 927 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 18 - Forks: 7

crypto-zero/apex-engine

High-performance, concurrent, and lock-free matching engine written in Rust. Designed for ultra-low latency trading systems and scalable exchange infrastructures.

Language: Rust - Size: 46.9 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 0 - Forks: 0

alexey-ernest/go-hft-orderbook

Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges

Language: Go - Size: 32.2 KB - Last synced at: 25 days ago - Pushed at: over 1 year ago - Stars: 247 - Forks: 61

bitwyre/fixparser

A Financial Information eXchange message parser

Language: C++ - Size: 217 KB - Last synced at: 2 days ago - Pushed at: over 5 years ago - Stars: 8 - Forks: 8

luke-a-thompson/FastASX

An ITCH message parser implemented in Rust.

Language: Rust - Size: 157 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 1 - Forks: 2

Ronit26Mehta/YieldYatra-An-Autonomous-AI-Agent-for-DeFi-Trading-with-Aptos-Integration

YieldYatra is an advanced autonomous AI-driven trading agent designed specifically for the decentralized finance (DeFi) ecosystem, seamlessly integrated with the Aptos blockchain. It autonomously manages crypto portfolios by leveraging innovative, Japanese-inspired trading frameworks, advanced mathematical models, and sophisticated risk management

Language: Python - Size: 1.49 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 1

cm-jones/thales

Ultra low-latency, multi-threaded, highly configurable, and extensible algorithmic trading bot designed for trading options contracts with built-in risk management

Language: C++ - Size: 729 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 3 - Forks: 0

hft-app/native

Native version of the HFT App uses cordova and vue

Language: Vue - Size: 10.7 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 6 - Forks: 0

javifalces/HFTFramework

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

Language: MQL5 - Size: 311 MB - Last synced at: about 2 months ago - Pushed at: 2 months ago - Stars: 228 - Forks: 52

Ryu-god/SwarmHFT-RL

Adaptive High-Frequency Trading with Swarm Intelligence and Reinforcement Learning for Indian Options Markets

Language: Python - Size: 0 Bytes - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

Kevalshah91/Crypt_AI-Automated-strategy-for-Crypto-Trading

Crypt_AI is an automated cryptocurrency trading strategy that leverages artificial intelligence to analyze market data and execute trades. The system utilizes machine learning algorithms to identify profitable trading opportunities in real-time, aiming to optimize returns while managing risk.

Language: Python - Size: 1.02 MB - Last synced at: about 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

Bhazantri/SwarmHFT-RL

Adaptive High-Frequency Trading with Swarm Intelligence and Reinforcement Learning for Indian Options Markets

Language: Python - Size: 0 Bytes - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 0 - Forks: 0

proydakov/ihft

Yet another HFT framework

Language: C++ - Size: 1.46 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 40 - Forks: 8

DJ824/hft-backtester

orderbook based backtesting suite using MBO data from Databento

Language: C++ - Size: 2.38 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 18 - Forks: 7

sashamakarenko/fixpp

FIX library generated with C++ PreProcessor to be used in latency sensitive context.

Language: C++ - Size: 5.39 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 29 - Forks: 8

louisponet/blog

My blog about programming a low latency trading engine in Rust

Language: Rust - Size: 11.7 MB - Last synced at: about 1 month ago - Pushed at: 5 months ago - Stars: 7 - Forks: 4

godzilla-foundation/godzilla-community

Crypto HFT with open source software

Language: C++ - Size: 5.34 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

ttggs/hummingbot_chinese

hummingbot中文资源

Size: 2.84 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 588 - Forks: 126

timothewt/OrderBook

High-performance C++ Implementation of a Limit Order Book and a Matching Engine

Language: C++ - Size: 17 MB - Last synced at: 3 months ago - Pushed at: 11 months ago - Stars: 5 - Forks: 0

ivanbgd/stock-trading-cli-with-async-streams

My implementation of "Build a Stock-Tracking CLI with Async Streams in Rust" - The Actor Model

Language: Rust - Size: 425 KB - Last synced at: about 2 months ago - Pushed at: 9 months ago - Stars: 9 - Forks: 1

ocignis/ocignis-bot

Binance minimal trading bot with API to easily run and schedule trading strategies. Build algorithms in Typescript with focus on best practices and painless developer experience.

Language: TypeScript - Size: 1.35 MB - Last synced at: about 2 months ago - Pushed at: about 1 year ago - Stars: 17 - Forks: 6

jmakov/dragonflybot

A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.

Language: Rust - Size: 106 KB - Last synced at: about 2 months ago - Pushed at: almost 2 years ago - Stars: 57 - Forks: 10

ivopetiz/crypto-database

Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc.

Language: Go - Size: 39.1 KB - Last synced at: about 2 months ago - Pushed at: over 5 years ago - Stars: 101 - Forks: 33

f0cii/moxt 📦

A high-performance trading library, written in Mojo and C++, designed to simplify quantitative trading.

Language: Mojo - Size: 1.27 MB - Last synced at: 3 months ago - Pushed at: 5 months ago - Stars: 56 - Forks: 4

shaikhmubin02/Orderbook

A limit orderbook supporting multiple order types written in C++.

Language: C++ - Size: 20.5 KB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

bitwyre/sdk

Bitwyre's Software Development Kit - Algorithmic Trading

Language: C++ - Size: 612 KB - Last synced at: 2 days ago - Pushed at: over 1 year ago - Stars: 13 - Forks: 6

The-Swarm-Corporation/ATLAS

ATLAS is a sophisticated real-time risk analysis system designed for institutional-grade market risk assessment. Built with high-frequency trading (HFT) capabilities and advanced machine learning techniques, ATLAS provides continuous volatility predictions and risk metrics using both historical patterns and real-time market data.

Language: Python - Size: 42 KB - Last synced at: 2 months ago - Pushed at: 5 months ago - Stars: 8 - Forks: 3

ivanbgd/fintech_platform

My implementation of "Build a Fintech Platform in Rust"

Language: Rust - Size: 243 KB - Last synced at: 5 days ago - Pushed at: over 1 year ago - Stars: 17 - Forks: 2

jihoonerd/Coiner

Automatic Cryptocurrency Trading System by using Bithumb API

Language: Python - Size: 130 KB - Last synced at: about 2 months ago - Pushed at: almost 5 years ago - Stars: 51 - Forks: 22

baobach/HFT_Papers

A curated list of Quantitative Finance papers.

Language: Python - Size: 291 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 32 - Forks: 3

HungNguyenDang/HFT_algorithmic_trading

hft trading based on fractal wave theory

Language: HTML - Size: 11.1 MB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 1 - Forks: 0

maxim2266/FullFIX

A library for parsing FIX (Financial Information eXchange) protocol messages.

Language: C - Size: 122 KB - Last synced at: 27 days ago - Pushed at: almost 3 years ago - Stars: 69 - Forks: 21

automatesolutions/WebSocket_HFT

A Deribit Trading System using C++ utilizing WebSocket that performs the following actions: Place an order Cancel an order Modify an order Retrieve the order book View current positions All operations are conducted via a command-line interface, with a focus on latency measurement and optimization.

Language: C++ - Size: 66.4 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

dmarienko/robot

Order Book trader in Rust (experimenting with Rust)

Language: Python - Size: 1000 Bytes - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 2 - Forks: 0

amiwrpremium/bitpin-tui

A feature-rich Terminal User Interface (TUI) client for the Bitpin cryptocurrency exchange, built with Go. This application provides a comprehensive interface for trading, market data visualization, and account management.

Language: Go - Size: 56.6 KB - Last synced at: 3 months ago - Pushed at: 6 months ago - Stars: 1 - Forks: 0

roq-trading/roq-demo

Presentations to demonstrate features of Roq's Software Solutions.

Language: Jupyter Notebook - Size: 2.53 MB - Last synced at: about 1 month ago - Pushed at: 2 months ago - Stars: 1 - Forks: 1

jmakov/fsm

A performance oriented implementation of a state machine for order processing

Language: C++ - Size: 2.49 MB - Last synced at: about 2 months ago - Pushed at: almost 2 years ago - Stars: 7 - Forks: 0

arturogonzalezm/HFTCryptoDashboard

Language: Go - Size: 25.4 KB - Last synced at: 3 months ago - Pushed at: 10 months ago - Stars: 1 - Forks: 0

GarvitSingh05/AlgoLab

Algo Trading Strategies on the Latest Upstox v2 API

Language: Python - Size: 12.7 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

janisaiad/HFT_QR_RL

Reinforcement Learning Application Project for Optimal Control of Reactive QR Queues in High Frequency Trading

Language: Jupyter Notebook - Size: 593 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

barter-rs/barter-data-rs 📦

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

Language: Rust - Size: 839 KB - Last synced at: 7 months ago - Pushed at: 11 months ago - Stars: 104 - Forks: 64

fremantle-industries/workshop

Create, manage & improve your automated trading strategies with rich and diverse data sets, a first class local development experience and a progression story for deployment across clouds.

Language: Go - Size: 202 KB - Last synced at: 18 days ago - Pushed at: over 2 years ago - Stars: 7 - Forks: 2

ocignis/ocignis-fe

Minimal trading bot to easily run and schedule trading strategies. Built with TypeScript, React and Material UI.

Language: TypeScript - Size: 2.15 MB - Last synced at: about 2 months ago - Pushed at: almost 2 years ago - Stars: 4 - Forks: 1

amr080/finance

Alex's Finance Repo

Size: 35.2 MB - Last synced at: 2 months ago - Pushed at: 9 months ago - Stars: 1 - Forks: 0

HFTConsultancy/.github

We specialize in high-frequency trading (HFT)

Size: 9.77 KB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0

mbrav/anselm

Market Data gathering and trading system with a proof for existence of Truth

Language: Rust - Size: 156 KB - Last synced at: 2 months ago - Pushed at: 12 months ago - Stars: 0 - Forks: 0

arshkumarsingh/cLOB-py

cLOB-py is a Continuous Limit Order Book simulation project designed to mimic real-world trading environments. This project allows users to simulate the matching of buy and sell orders, track order history, and visualize order book depth in real-time.

Language: Python - Size: 132 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 1 - Forks: 0