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advanced-algorithmic-trading

The book <Advanced Algorithmic Trading> and its source code

aioquant

Asynchronous event I/O driven quantitative trading framework.

algorithmic_trading_book

2 books and related source codes for algorithmic trading.

alphalens-reloaded

Performance analysis of predictive (alpha) stock factors

avellaneda-stoikov

Avellaneda-Stoikov HFT market making algorithm implementation

avellaneda-stoikov-mdibo

Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov

awesome-high-frequency-trading

backtest-lib

HFT backtest-engine for LOB data.

bitcoin-price-prediction

Bayesian regression for latent source model and Bitcoin

c-binance-futures-quant

low-cost, high-efficiency, easy-to-implement

charting-library-tutorial

This tutorial explains step by step how to connect your data to the Charting Library

cholon-rs

choron is a task scheduler based on a time wheel algorithm, which makes it easy to manage timed tasks, or to periodically execute arbitrary tasks such as closures.

clickhouse-cluster

Simple clickhouse cluster with docker-compose

coinexchange_cryptoexchange_java

The best Java open source crypto currency exchange platform, bitcoin exchange based on Java | BTC exchange | ETH exchange | digital currency exchange | trading platform | matching trading engine. This project is based on the development of Spring Cloud microservices and can be used to build and secondary development of digital currency exchanges. It has a complete source code for matching trading engines, back-end management (back-end + front-end), front-end (transaction page, activity page, personal center, etc.), Android APP source code, Apple APP source code, currency wallet RPC source code. Contact Email: [email protected]

cron

A cron expression parser in Rust

crypto-crawler-rs

Crawl orderbook and trade messages from crypto exchanges

eventbus-rs

EventBus for Rust

financialresearch

finangen-analysis-plugin

FinanGen 绩效分析插件

goex

Exchange Rest And WebSocket API For Golang Wrapper support okcoin,okex,huobi,hbdm,bitmex,coinex,poloniex,bitfinex,bitstamp,binance,kraken,bithumb,zb,hitbtc,fcoin, coinbene

hftbacktest

high frequency trading backtesting tool of limit orders and queue position modeling with latencies based on full trade and order book tick data

hftbot

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

high-frequency

High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)

hummingbot_chinese

hummingbot中文资源

isac

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

lob-feature-analysis

Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.

microprice

ml-python

mytt

MyTT将通达信,同花顺,文华麦语言等指标公式,最简移植到Python中,核心库单个文件，仅百行代码,十几个核心函数，神奇的实现所有常见技术指标算法（不依赖talib库）的纯python实现和转换通达信MACD,RSI,BOLL,ATR,KDJ,CCI,PSY等公式,全部基于pandas函数计算方法封装，简洁且高性能，能非常方便的应用在股票指标公式,股市期货量化框架分析,自动程序化交易,数字货币量化等领域,它是您最精练的股市量化工具。Python library with most stock market indicators.

nginxconfig.io

⚙️ NGINX config generator on steroids 💉