Top 23 Hft Open-Source Projects

• tribeca

  45 3,929 0.0 TypeScript

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

Project mention: tribeca: NEW Extended Research - star count:3902.0 | /r/algoprojects | 2023-12-10

• wondertrader

  88 3,447 8.9 C++

  WonderTrader——量化研发交易一站式框架

Project mention: wondertrader: NEW Extended Research - star count:2767.0 | /r/algoprojects | 2023-10-24

• InfluxDB

  www.influxdata.com featured

  Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

  

• kungfu

  33 3,252 8.8 C++

  Kungfu Trader

Project mention: kungfu: NEW Extended Research - star count:2922.0 | /r/algoprojects | 2023-09-25

• exchange-core

  59 1,974 0.0 Java

  Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees. (by exchange-core)

  

• hftbacktest

  16 1,047 9.2 Rust

  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.

Project mention: Show HN: Open-Sourcing High-Frequency Trading and Market-Making Backtesting Tool | news.ycombinator.com | 2023-10-30

• algotrading

  33 1,000 3.8 Python

  Algorithmic trading framework for cryptocurrencies.

Project mention: algotrading: NEW Extended Research - star count:858.0 | /r/algoprojects | 2023-06-10

• crypto-rl

  10 799 0.0 Python

  Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

Project mention: crypto-rl: Retrieve limit order book level data from coinbase pro and bitfinex -> record in [arctic](https://github.com/man-group/arctic) timeseries database then implemented trend following strategies (market orders) and market making (limit orders) | /r/algoprojects | 2023-12-10

• SaaSHub

  www.saashub.com featured

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• wtpy

  14 735 7.8 Python

  wtpy是基于wondertrader为底层的针对python的子框架

• example-hftish

  22 721 0.0 Python

  Example Order Book Imbalance Algorithm

  

Project mention: example-hftish: NEW Extended Research - star count:604.0 | /r/algoprojects | 2023-05-27

• tectonicdb

  8 646 2.5 Rust

  Database for L2 orderbook

• barter-rs

  12 614 3.1 Rust

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

  

• roq-api

  14 455 9.2 C++

  The C++23 interfaces used to communicate between trading strategies and market gateways.

  

Project mention: roq-api: NEW Extended Research - star count:393.0 | /r/algoprojects | 2023-06-11

• Tai

  54 448 0.0 Elixir

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

  

• InteractiveBrokers-Algo-Trading-API

  7 229 1.8 Java

  Java/MySQL real-time algorithmic trading using Interactive Brokers API

• go-hft-orderbook

  2 192 0.0 Go

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

Project mention: go-hft-orderbook: NEW Extended Research - star count:151.0 | /r/algoprojects | 2023-08-12

• roq-samples

  8 154 8.8 C++

  Example projects demonstrating how to use Roq's C++23 APIs.

  

• HFTFramework

  4 123 8.0 MQL5

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

• lobster

  11 97 10.0 Rust

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

• HFTBOT

  4 89 2.5 C++

  Cross Exchange/Hedged market making Trading Bot in C++

• MarketDataRec

  4 84 5.1 C

  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。

Project mention: MarketDataRec: NEW Extended Research - star count:51.0 | /r/algoprojects | 2023-05-27

• AXOrderBook

  3 83 2.1 Python

  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。

Project mention: AXOrderBook: NEW Extended Research - star count:53.0 | /r/algoprojects | 2023-10-22

• viperfish

  4 60 8.0 C++

  Library for algorithmic trading

  

Project mention: viperfish: NEW Extended Research - star count:55.0 | /r/algoprojects | 2023-10-22

• DistributedATS

  1 56 7.2 C++

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

• SaaSHub

  www.saashub.com featured

  SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives

  

Hft related posts

• viperfish: NEW Extended Research - star count:55.0

  1 project | /r/algoprojects | 22 Oct 2023

• AXOrderBook: NEW Extended Research - star count:53.0

  1 project | /r/algoprojects | 22 Oct 2023

• viperfish: NEW Extended Research - star count:55.0

  1 project | /r/algoprojects | 21 Oct 2023

• AXOrderBook: NEW Extended Research - star count:53.0

  1 project | /r/algoprojects | 21 Oct 2023

• Show HN: Binance Orderbooks Consumer in C++

  1 project | /r/hypeurls | 4 Oct 2023

• kungfu: NEW Extended Research - star count:2922.0

  1 project | /r/algoprojects | 25 Sep 2023

• kungfu: NEW Extended Research - star count:2922.0

  1 project | /r/algoprojects | 23 Sep 2023
• A note from our sponsor - InfluxDB
  www.influxdata.com | 6 May 2024

  Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality. Learn more →

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