orderbook based backtesting suite using MBO data from Databento
☆30Jul 12, 2025Updated 8 months ago
Alternatives and similar repositories for hft-backtester
Users that are interested in hft-backtester are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆22Feb 20, 2025Updated last year
- Golang bindings and tools for DataBento☆32Updated this week
- Velocity-Vortex—a fast and efficient algorithmic trading engine for the financial markets! This project is built using C++, showcasing a…☆14Feb 15, 2026Updated last month
- showcase how to integrate three OpenGL library into Clojure electric☆21Jul 20, 2023Updated 2 years ago
- Utility of RKNN C API of Rockchip RK3588 written in Rust.☆15Oct 9, 2025Updated 5 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Time series anomaly detection for Rust☆18Jan 7, 2026Updated 2 months ago
- a financial "order book" in C++☆20Jul 31, 2025Updated 7 months ago
- ☆10Oct 22, 2024Updated last year
- Numerical Computation in Swift (Vector, Matrix, Tensor)☆20Feb 12, 2026Updated last month
- advanced high-performance matching engine for financial trading systems☆26Dec 11, 2024Updated last year
- Linear algebra and numerical computing with Swift.☆34Nov 22, 2025Updated 4 months ago
- Automated market maker algorithms, deployment fixtures and controls for Lyra V2 markets☆18Updated this week
- A create for interacting with the Polygon API at polygon.io.☆21Apr 23, 2025Updated 11 months ago
- Low latency lock free SPSC, SPMC, MPMC Queue and Stack. Fast SpinLock, SeqLock☆10Feb 5, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Collection of timeseries technical analysis indicators☆17Dec 28, 2022Updated 3 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- High performance, low latency high frequency trading system written from scratch in C++☆57Sep 14, 2023Updated 2 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 7 years ago
- C++ implementation of the FIX Simple Binary Encoding☆63Sep 3, 2025Updated 6 months ago
- Almost backwards compatible alternative to Clojure 1.8.0 implementation of multimethods with roughly 1/10 the method lookup cost.☆14Aug 1, 2023Updated 2 years ago
- Find (filtered) local maxima.☆16Jan 16, 2024Updated 2 years ago
- A Statistical Arbitrage Strategy to trade Cryptocurrency Pairs☆14Nov 6, 2020Updated 5 years ago
- My attempt to have configurable and reproducible dev environments☆17Mar 23, 2026Updated last week
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Sample AWS CloudFormation templates to aide in improving Active Directory workload deployment and management in AWS.☆11Mar 6, 2026Updated 3 weeks ago
- 非常轻量级的websocket客户端，无第三方依赖库☆11Jan 18, 2022Updated 4 years ago
- Automate indexing files and pages from SharePoint into Azure AI Search☆11Jun 6, 2024Updated last year
- Command line tool to create an export defintion file from a dynamic link library☆27May 2, 2023Updated 2 years ago
- This repository contains the content for the Shiftable 2023 workshop about Tuist☆11Nov 18, 2024Updated last year
- Android Bionic Library (cyanogenmod)☆18Feb 25, 2010Updated 16 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 5 years ago
- ☆39Nov 26, 2025Updated 4 months ago
- ☆15Dec 25, 2022Updated 3 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Database for L2 orderbook - Active Continuation of TectonicDB☆15Mar 31, 2024Updated last year
- Rust Market Simulation Library with a Python API☆23Apr 16, 2024Updated last year
- GDB macros to print STL containers like vector, map, etc.☆13Jun 19, 2017Updated 8 years ago
- Hammerspoon scripts☆16Mar 16, 2026Updated last week
- Histogram using Core Image Filter☆10Sep 26, 2022Updated 3 years ago
- Microprice estimator for pretrade data☆14Nov 19, 2024Updated last year
- A small library for defining how different kinds of things should be rendered☆31Feb 4, 2026Updated last month