Top 17 high-frequency-trading Open-Source Projects

• hummingbot

  34 7,329 9.9 Python

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

  

Project mention: hummingbot: NEW Extended Research - star count:6122.0 | /r/algoprojects | 2023-08-06

• SGX-Full-OrderBook-Tick-Data-Trading-Strategy

  35 1,749 0.0 Jupyter Notebook

  Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

Project mention: HFT: High frequency trading. Extended Research - star count:1469.0 | /r/algoprojects | 2023-07-08

• 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.

  

• hftbacktest

  16 1,066 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

• HFT-Orderbook

  32 933 0.0 C

  Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

  

Project mention: HFT-Orderbook: NEW Extended Research - star count:857.0 | /r/algoprojects | 2023-12-10

• OsEngine

  1 666 9.8 C#

  Open Source algo trading platform

• VisualHFT

  46 663 8.6 C#

  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.

Project mention: VisualHFT: Visualize market microstructure studies (update) | /r/quant | 2023-09-03

I'm hoping this community can help me grow this project even further, to get traction and add even more things. Please SHARE! https://github.com/silahian/VisualHFT

• SaaSHub

  www.saashub.com featured

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• tectonicdb

  8 646 2.5 Rust

  Database for L2 orderbook

• barter-rs

  12 616 3.1 Rust

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

  

• roq-api

  14 456 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

• trade-frame

  14 427 9.0 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 ]

Project mention: Automated Trading | /r/options | 2023-06-11

I might be breaking rule #6, but you could take a look at https://github.com/rburkholder/trade-frame, it knows how to deal with options (pricing & greeks), works with chains, can make entrance / exits based upon underlying, knows some combinations, can take profit, handle stops ....

• roq-samples

  8 154 8.8 C++

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

  

• gym-continuousDoubleAuction

  5 136 0.0 Jupyter Notebook

  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.

• 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 "

• Algo-Trading

  12 100 0.0 R

  This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!

• crypto-trading-bot-eth-bnb

  1 86 10.0 JavaScript

  crypto-trading-bot

• TradR

  3 18 0.0 Python

  TradR.fun is a free and opensource cryptocurrency price signal prediction application.

• SaaSHub

  www.saashub.com featured

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high-frequency-trading related posts

• HFT-Orderbook: NEW Extended Research - star count:857.0

  1 project | /r/algoprojects | 10 Dec 2023

• Show HN: Open-Sourcing High-Frequency Trading and Market-Making Backtesting Tool

  1 project | news.ycombinator.com | 30 Oct 2023

• hftbacktest: NEW Extended Research - star count:531.0

  1 project | /r/algoprojects | 28 Oct 2023

• hftbacktest: NEW Extended Research - star count:531.0

  1 project | /r/algoprojects | 26 Oct 2023

• hftbacktest: NEW Extended Research - star count:531.0

  1 project | /r/algoprojects | 24 Oct 2023

• HFT: High frequency trading. Extended Research - star count:1469.0

  1 project | /r/algoprojects | 8 Jul 2023

• HFT: High frequency trading. Extended Research - star count:1469.0

  1 project | /r/algoprojects | 7 Jul 2023
• A note from our sponsor - SaaSHub
  www.saashub.com | 10 May 2024

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