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 o…

Hummingbot is open source software that helps you build trading bots that run on any exchange or blockchain

A REST API providing snapshot, tick, and aggregated market data for crypto-currencies

Implementation of a orderbook data structure for LOB research capabilities.

A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资

A scalable storage service for cryptocurrency data

Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning

High performance datastore for time series and tick data

Cryptocurrency Exchange Websocket Data Feed Handler

A library of quantiative algorithms for algorithmic trading implemented with Python

This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log

WebSocket client for 38 cryptocurrency exchanges

High Frequency Market Making

This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log

Marketmaker trading strategy

A tool to download cryptocurrencies market data

An implementation of Avellaneda-Stoikov market making model after reading the seminal paper

algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)