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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
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
Powered by Bitfinex's orderbooks data, Barbotine Scalping is a medium-frequency trading bot capable of taking successful trades without worrying about trends or market direction.
FIX-FastTrade is a high-performance electronic trading system that leverages the Financial Information eXchange (FIX) protocol for fast and reliable communication between trading parties. It is designed to handle high-volume trading scenarios with low latency and high throughput.
Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
A template for building an advanced Automated High-Frequency Trading (HFT) system. Note: For educational purposes only; customize before deploying in live markets.
🛰️ An open-source web platform for using 3D geospatial visualization to study GNSS receivers and the satellites powering them to minimize GPS timestamp errors in high-frequency trading
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.
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 ]