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
☆3,734Dec 23, 2025Updated 2 months ago
Alternatives and similar repositories for hftbacktest
Users that are interested in hftbacktest are comparing it to the libraries listed below
Sorting:
- Open-source Rust framework for building event-driven live-trading & backtesting systems☆1,967Feb 15, 2026Updated 2 weeks ago
- High Frequency Market Making☆613Sep 24, 2023Updated 2 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,225Aug 27, 2022Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆644Jul 6, 2023Updated 2 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆107Jul 26, 2024Updated last year
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,321Nov 13, 2024Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆553Sep 20, 2022Updated 3 years ago
- VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and exe…☆1,072Feb 13, 2026Updated 2 weeks ago
- simple crypto market maker☆597Feb 3, 2026Updated last month
- A high-performance algorithmic trading platform and event-driven backtester☆20,389Updated this week
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆288Updated this week
- ⚡️ Lightning-fast backtesting engine to find your trading edge☆6,756Jan 30, 2026Updated last month
- ☆436Jan 10, 2021Updated 5 years ago
- Portfolio analytics for quants, written in Python☆6,802Jan 13, 2026Updated last month
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆314Dec 4, 2023Updated 2 years ago
- Rust library for quantitative finance.☆1,653Jan 14, 2026Updated last month
- High-frequency statistical arbitrage☆243Jul 30, 2023Updated 2 years ago
- Quantitative analysis, strategies and backtests☆2,817Aug 26, 2023Updated 2 years ago
- A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.☆7,213Jan 22, 2025Updated last year
- Database for L2 orderbook☆742Jan 25, 2024Updated 2 years ago
- A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, a…☆3,661Updated this week
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆255Apr 12, 2022Updated 3 years ago
- Open source software that helps you create and deploy high-frequency crypto trading bots☆17,484Feb 26, 2026Updated last week
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆711Feb 13, 2026Updated 2 weeks ago
- High frequency trading bot for crypto currencies☆424Feb 7, 2022Updated 4 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆238Jun 29, 2023Updated 2 years ago
- Asynchronous, event-driven algorithmic trading in Python and C++☆772Updated this week
- A collection of homeworks of market microstructure models.☆279May 4, 2018Updated 7 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆945Jan 12, 2022Updated 4 years ago
- Algorithmic trading framework for cryptocurrencies.☆1,501Jan 7, 2026Updated last month
- Cryptocurrency Exchange Websocket Data Feed Handler☆2,753Feb 1, 2026Updated last month
- A multi-factor equity risk model for quantitative trading.☆905Aug 16, 2024Updated last year
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆858Updated this week
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆24,438Updated this week
- toolbox of fast mm-related funcs☆228Feb 20, 2026Updated last week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,045Aug 13, 2023Updated 2 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144May 6, 2023Updated 2 years ago
- Systematic Trading in python☆3,214Feb 24, 2026Updated last week
- Example Order Book Imbalance Algorithm☆840Jul 25, 2023Updated 2 years ago