michaelgrosner / tribeca 3k A high frequency, market making cryptocurrency trading platform in node.js trading trading-bot market-maker bitcoin cryptocurrency exchange docker trade hft-trading hft TypeScript Updated May 21, 2019
StockSharp / StockSharp 2k Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, bi… stocksharp hft trading-strategies trading-robots trading-platform algorithmic-trading-engine forex bitcoins c-sharp broker markets nasdaq quantitative-finance trading fixprotocol finance hft-trading iqfeed interactive-brokers fxcm C# Updated May 29, 2019
taurusai / kungfu 1.3k Kungfu Trader quantitative-trading low-latency hft ctp xtp abc C Updated May 28, 2019
mzheravin / exchange-core 111 Ultra-fast exchange engine trading-platform trading-api lmax-disruptor matching-engine bitcoin java hft hft-trading low-latency lock-free exchange fx forex-trading forex-market stock-market stock-trading stock-exchange order-book exchange-api currency-api Java Updated May 26, 2019
alpacahq / example-hftish 105 Example Order Book Imbalance Algorithm finance trading trading-algorithms alpaca python nats-streaming python3 numpy orderbook real-time hft-trading hft async asyncio Python Updated Apr 8, 2019
carlos8f / bot18 97 Bot18 is a high-frequency cryptocurrency trading bot developed by Zenbot creator @carlos8f bitcoin btc ltc litecoin ether ethereum eth trading algo hft machine-learning arbitrage market-making finance forex nodejs cryptocurrency cryptography hacking HTML Updated Oct 17, 2018
SoftAlgoTrade / TradingStrategies 80 Algorithmic trading strategies trading trading-strategies hft trading-robots finance trading-platform arbitrage optimization-algorithms quantitative-finance quantitative-trading softalgotrade C# Updated Oct 29, 2017
rediar / InteractiveBrokers-Algo-System 68 Java/MySQL live algorithmic trading using Interactive Brokers API interactive-brokers quantitative-trading low-latency hft algo-trading ctp xtp ib-gateway tws trading-strategies price-feed finance trading Java Updated Oct 25, 2018
RedBanies3ofThem / crypto-rl 59 Deep Reinforcement Learning toolkit: record and replay limit order book data & train a DDQN agent bitfinex gdax multiprocessing mongodb orderbook tick-data order-book limit-order-book hft multithreading recorder arctic tickstore coinbase-pro coinbase cryptocurrency deep-reinforcement-learning keras-rl dqn ddqn Python Updated May 19, 2019
fremantle-capital / tai 48 A trading toolkit built with Elixir that runs on the Erlang virtual machine trading trading-bot trading-systems cryptocurrency crypto-trader crypto-trading bot bots crypto-trading-bot hft hft-trading automated-trading cryptocurrency-trading-bot cryptocurrency-trader bitcoin Elixir Updated May 23, 2019
ivopetiz / crypto-algotrading 46 Algorithmic trading framework for cryptocurrencies. crypto cryptocurrency cryptocurrencies cryptocurrency-exchanges algorithmic-trading algotrading framework hft hft-trading bot backtest backtesting-trading-strategies backtesting-frameworks realtime trading trading-bot trading-algorithms trading-simulator trading-api Python Updated May 17, 2019
jihoonerd / Coiner 45 Automatic Cryptocurrency Trading System by using Bithumb API bitcoin ethereum autotrader bithumb hft Python Updated Jan 1, 2018
maxim2266 / FullFIX 34 A library for parsing FIX (Financial Information eXchange) protocol messages. linux parsing c finance hft information-exchange financilal-information fix-protocol fix C Updated May 20, 2019
maxim2266 / FFP 25 Fast FIX (Financial Information Exchange) protocol parser [FFP] c c-plus-plus protocol-parser finance windows linux financial-information hft fix-protocol C Updated Oct 24, 2015
abcabhishek / PyLimitOrderBook 21 Limit Order Book Implemented in Python limit-order-book high-frequency-trading hft hft-trading orderbook python Python Updated Jan 3, 2018
alexkachanov / performance 20 Collection of documents related to low-latency trading and tunings for performance tuning tuning-guides java linux rhel solarflare tcp intel hpe redhat performance latency trading hft Updated May 24, 2019
AlbatrossAutomated / tumbleweed_gdax 19 Alpha level market maker specialized to trade crypto-fiat pairs on GDAX market-maker automated-trading hft-trading trading trading-bot crypto cryptocurrencies cryptocurrency-exchanges crypto-trader hft bitcoin litecoin ethereum cryptocurrency-trading-bot gdax gdax-ruby gdax-api cryptocurrency-trader Ruby Updated Apr 11, 2019
ivopetiz / crypto-database 18 Database for crypto data, supporting several exchanges. Can be used for TA, bots, backtest, realtime trading, etc. technical-analysis fundamental-analysis database crypto cryptocurrency-exchanges cryptocoins bittrex bitcoin binance cryptopia poloniex ripple ethereum trading trading-bot hft hft-trading high-frequency-trading Go Updated Mar 31, 2019
roq-trading / roq-api 12 API for ultra low latency algo trading. Refer to https://github.com/roq-trading/roq-samples for C++ examples, and htt… roq-trading api cpp17 ultra-low-latency hft high-frequency-trading algorithmic-trading market-making spread-trading arbitrage microservices conda low-latency python3 C++ Updated May 28, 2019
dendisuhubdy / quanttrade 11 Quantitative Trading Library hft-trading hft trading finance C++ Updated Apr 14, 2016
AlbatrossAutomated / blue_collar_gdax 9 Alpha level market maker specialized to trade crypto-fiat pairs on GDAX market-maker automated-trading hft-trading trading trading-bot crypto cryptocurrency-exchanges cryptocurrencies crypto-trader hft bitcoin litecoin ethereum cryptocurrency-trader cryptocurrency-trading-bot gdax gdax-ruby gdax-api Ruby Updated Dec 2, 2018
AgalmicVentures / Werk 9 High-throughput / low-latency application framework real-time low-latency pcap hft high-frequency-trading C++ Updated Jan 2, 2019
roq-trading / roq-samples 9 C++ samples demonstrating how to implement trading strategies. Also refer to https://github.com/roq-trading/roq-api. roq-trading samples cpp17 ultra-low-latency hft high-frequency-trading algorithmic-trading market-making spread-trading arbitrage microservices conda trading-simulation back-testing order-book order-matching low-latency python3 jupyter-notebook C++ Updated May 29, 2019
AgalmicVentures / Fixie 7 Python FIX protocol implementation & tools fix-protocol hft high-frequency-trading Python Updated May 25, 2019
alok7 / LMAXAbstractQueue 4 lmax-disruptor lmax lockless queue lmax-exchange disruptor low-latency high-performance high-throughput trading high-frequency-trading hft hft-trading market-data chronicle Java Updated Jun 27, 2018
ksemianov / TradingGym 2 OpenAI Gym Environment for Low-Latency Trading trading reinforcement-learning openai-gym-environment hft Python Updated Jun 15, 2018
rivenhk / pf8x-connection-pool 2 a hyper fast connection pool for high frequency transaction in Java! connection-pool java jdbc high-performance hft Java Updated Oct 24, 2018
qtds35k / HighFrequencyTradingBot 2 Automatically trades NYSE stocks and ETFs using three high-frequency trading strategies high-frequency-trading finance trading quantitative-finance trading-strategies hft Java Updated Feb 1, 2019
co11ter / goFAST 1 Go implementation of the FAST Protocol (FIX Adapted for STreaming) fix-protocol fast-protocol finance hft Go Updated Apr 6, 2019
mjamilfarooq / tradingapp 1 HFT based application that work with Akela Connectivity for NYSE. hft hft-trading high-frequency-trading algorithmic-trading cpp11 boost-libraries C++ Updated Jun 22, 2017