serious hobbyist
hftbacktest. Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit
4.3kalgotrading-example. algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
320collect-binancefutures. Collect BinanceFutures's trade and orderbook(depth) feeds.
109market-making-backtest. algo trading backtesting on BitMEX
82sample-trading-bot. Binance Futures Sample Trading Bot
55sample-market-maker. Sample BitMEX Market Making Bot
29gridtrading. high-frequency grid trading strategy backtesting for binance futures
26data-tardis. Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.
20awesome-quant. A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
12hft-market-making. Implementation of HFT backtesting simulator and Stoikov strategy
7microprice-calibration. Calibrates microprice model to BitMEX quote data
7Micro_Price. Jupyter Notebook
7microprice. Jupyter Notebook
4binance-rs-async. Async client for the Binance APIs
2PyLOB. Fully functioning fast Limit Order Book written in Python
2binance_grid_trader. Binance_grid_trader is a grid strategy bot trading with Binance Spot and Binance Futures Exchange. you can use it to trade any pair in Binance Exchange. Binance_grid_trader是一个币安网格策略软件, 目前支持币安现货,USDT合约和币币合约。
1binance-rs. Rust Library for the Binance API
1xsimulator. exchange simulator for backtesting high frequency trading strategies
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