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
☆3,943Dec 23, 2025Updated 3 months ago
Alternatives and similar repositories for hftbacktest
Users that are interested in hftbacktest are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- High Frequency Market Making☆617Sep 24, 2023Updated 2 years ago
- Open-source Rust framework for building event-driven live-trading & backtesting systems☆2,074Apr 10, 2026Updated last week
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,261Aug 27, 2022Updated 3 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆108Jul 26, 2024Updated last year
- Avellaneda-Stoikov HFT market making algorithm implementation☆678Jul 6, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,341Nov 13, 2024Updated last year
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆1,115Mar 21, 2026Updated last month
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆570Sep 20, 2022Updated 3 years ago
- simple crypto market maker☆602Mar 24, 2026Updated 3 weeks ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆290Apr 12, 2026Updated last week
- Production-grade Rust-native trading engine with deterministic event-driven architecture☆21,991Updated this week
- ☆447Jan 10, 2021Updated 5 years ago
- The backtesting engine that gives you an unfair advantage. Test thousands of trading ideas in the time others test one.☆7,171Apr 13, 2026Updated last week
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆317Dec 4, 2023Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- toolbox of fast mm-related funcs☆243Feb 20, 2026Updated 2 months ago
- Portfolio analytics for quants, written in Python☆6,952Jan 13, 2026Updated 3 months ago
- Rust library for quantitative finance.☆1,709Jan 14, 2026Updated 3 months ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆245Jun 29, 2023Updated 2 years ago
- Open source software that helps you create and deploy high-frequency crypto trading bots☆18,165Updated this week
- A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.☆7,983Jan 22, 2025Updated last year
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆716Apr 3, 2026Updated 2 weeks ago
- High-frequency statistical arbitrage☆258Jul 30, 2023Updated 2 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆947Jan 12, 2022Updated 4 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- A multi-factor equity risk model for quantitative trading.☆921Aug 16, 2024Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆260Apr 12, 2022Updated 4 years ago
- Quantitative analysis, strategies and backtests☆2,877Aug 26, 2023Updated 2 years ago
- A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, a…☆3,812Apr 13, 2026Updated last week
- High frequency trading bot for crypto currencies☆423Feb 7, 2022Updated 4 years ago
- A collection of homeworks of market microstructure models.☆284May 4, 2018Updated 7 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆146May 6, 2023Updated 2 years ago
- Cryptocurrency Exchange Websocket Data Feed Handler☆2,798Feb 1, 2026Updated 2 months ago
- Database for L2 orderbook☆748Jan 25, 2024Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Example Order Book Imbalance Algorithm☆848Jul 25, 2023Updated 2 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆802Mar 30, 2026Updated 3 weeks ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆25,619Updated this week
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆197Mar 1, 2026Updated last month
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆187Nov 12, 2024Updated last year
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆653Mar 5, 2026Updated last month
- Algorithmic trading framework for cryptocurrencies.☆1,541Jan 7, 2026Updated 3 months ago