Top 9 market-making Open-Source Projects

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

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

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.
barter-rs

12 614 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

barbotine-arbitrage-bot

1 449 8.1 Python

CCXT-based cross-exchange arbitrage bot operating on CEXs, entirely written in Python. Work without any transfer between exchanges.
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 "
SaaSHub

www.saashub.com featured

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

3 70 2.7 Jupyter Notebook

algo trading backtesting on BitMEX
sample-market-maker

1 25 0.0 Python

Sample BitMEX Market Making Bot (by nkaz001)

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020).

market-making related posts

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
Crypto cross-exchange arbitrage bot in Rust.

2 projects | /r/quant | 14 Sep 2022
Any Python-binance spot LIMIT buy/sell source code anywhere? I only see MARKET.

2 projects | /r/algotrading | 21 Apr 2021
bitcoin algo trading example

1 project | /r/Bitcoin | 12 Mar 2021
A note from our sponsor - InfluxDB
www.influxdata.com | 7 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 →

Index

What are some of the best open-source market-making projects? This list will help you:

	Project	Stars
1	SGX-Full-OrderBook-Tick-Data-Trading-Strategy	1,749
2	hftbacktest	1,047
3	barter-rs	614
4	roq-api	456
5	barbotine-arbitrage-bot	449
6	roq-samples	154
7	HFTFramework	123
8	market-making-backtest	70
9	sample-market-maker	25