VisualHFT is a WPF/C# desktop GUI that shows market microstructure in real time. You can track advanced limit‑order‑book dynamics and execution quality, then use its modular plugins to shape the analysis to your workflow.
☆1,139May 29, 2026Updated last week
Alternatives and similar repositories for VisualHFT
Users that are interested in VisualHFT are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,157Dec 23, 2025Updated 5 months ago
- High Frequency Market Making☆632Sep 24, 2023Updated 2 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,285Aug 27, 2022Updated 3 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆579Sep 20, 2022Updated 3 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆296Updated this week
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C☆1,372Nov 13, 2024Updated last year
- ☆454Jan 10, 2021Updated 5 years ago
- OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data strea…☆501Mar 9, 2021Updated 5 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆696Jul 6, 2023Updated 2 years ago
- C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas u…☆660Mar 5, 2026Updated 3 months ago
- A collection of homeworks of market microstructure models.☆288May 4, 2018Updated 8 years ago
- A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.☆724Apr 30, 2026Updated last month
- Ultra low latency L2/L3 orderbook in modern C++20 achieving single digit nanosecond performance☆203Mar 1, 2026Updated 3 months ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆154Dec 11, 2022Updated 3 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆268Apr 12, 2022Updated 4 years ago
- Database for L2 orderbook☆748Jan 25, 2024Updated 2 years ago
- High frequency trading bot for crypto currencies☆429Feb 7, 2022Updated 4 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆186Sep 28, 2019Updated 6 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆153Dec 28, 2019Updated 6 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,088Aug 13, 2023Updated 2 years ago
- C++ interfaces used to communicate with Roq's market gateways.☆506Updated this week
- Quantitative analysis, strategies and backtests☆2,934Aug 26, 2023Updated 2 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆250Jun 29, 2023Updated 2 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.
- Algorithmic trading strategies research and execution platform☆83Apr 22, 2026Updated last month
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆107Jul 26, 2024Updated last year
- High-frequency statistical arbitrage☆266Jul 30, 2023Updated 2 years ago
- Open-source Rust framework for building event-driven live-trading & backtesting systems☆2,158May 27, 2026Updated 2 weeks ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆40Jan 3, 2021Updated 5 years ago
- Cryptocurrency Exchange Websocket Data Feed Handler☆2,841Feb 1, 2026Updated 4 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,924Oct 21, 2024Updated last year
- Example Order Book Imbalance Algorithm☆861Jul 25, 2023Updated 2 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆585Jul 15, 2021Updated 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.
- Asynchronous, event-driven algorithmic trading in Python and C++☆818Updated this week
- ☆211Mar 29, 2023Updated 3 years ago
- simple crypto market maker☆606May 29, 2026Updated last week
- Implementation of HFT backtesting simulator and Stoikov strategy☆147May 6, 2023Updated 3 years ago
- real high-frequency-trading system based on c++☆129Apr 5, 2019Updated 7 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆954Jan 12, 2022Updated 4 years ago
- A fast L2/L3 orderbook data structure, in C, for Python☆316Nov 3, 2025Updated 7 months ago