Alternatives and similar repositories for quickfix-python-samples

Users that are interested in quickfix-python-samples are comparing it to the libraries listed below

• da4089 / simplefix
  Simple FIX protocol implementation for Python
  ☆253Updated 9 months ago
• abhi-g80 / pytradesimulator
  Python based exchange simulator using FIX protocol
  ☆38Updated 3 years ago
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆297Updated last month
• DrAshBooth / PyLOB
  Fully functioning fast Limit Order Book written in Python
  ☆197Updated 2 years ago
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆261Updated 4 years ago
• quantstart / qstrader
  QSTrader
  ☆134Updated 6 years ago
• Surbeivol / PythonMatchingEngine
  High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading …
  ☆116Updated last year
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆247Updated last year
• tobiasbrodd / backtester
  An event-driven backtester
  ☆111Updated 5 years ago
• mdibo / Avellaneda-Stoikov
  Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
  ☆151Updated 5 years ago
• sstoikov / microprice
  ☆426Updated 4 years ago
• dyn4mik3 / OrderBook
  Matching Engine for Limit Order Book
  ☆403Updated 3 years ago
• tardis-dev / tardis-python
  Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.
  ☆138Updated 4 months ago
• evankirkiles / backtest-environment
  C++ Trading Algorithm Backtest Environment
  ☆95Updated 7 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆144Updated last year
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆97Updated 4 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆274Updated 4 years ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆166Updated 8 years ago
• KodAgge / Reinforcement-Learning-for-Market-Making
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆232Updated 2 years ago
• shaileshkakkar / OrderImbalance
  Order Imbalance Strategy in High Frequency Trading
  ☆140Updated 7 years ago
• theopenstreet / VPIN_HFT
  ☆122Updated 8 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆70Updated 4 years ago
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆369Updated 2 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆127Updated 2 years ago
• javifalces / HFTFramework
  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…
  ☆274Updated 3 weeks ago
• miroblog / limit_orderbook_prediction
  ☆142Updated 3 years ago
• akapur / pyiqfeed
  Python LIbrary for reading DTN's IQFeed
  ☆181Updated 10 months ago
• vollib / py_vollib
  ☆367Updated last year
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆76Updated 4 years ago
• pgaref / orderbook
  OrderBook Simulator with Limit and Iceberg functionality
  ☆78Updated 6 years ago