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market-making

A high frequency trading and market making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures

Rust
2514
5 天前

Free self-hosted market-making software for cryptocurrency projects and exchanges. Makes trade volume, maintains spread and liquidity/depth, set price range, and builds live-like dynamic order book.

JavaScript
594
2 个月前

CCXT-based cross-exchange arbitrage bot operating on CEXs, entirely written in Python. Work without any transfer between exchanges.

Python
551
5 个月前

Solana Trading Bot is a tool for managing trading strategies, liquidity and monitoring tokens on the Solana blockchain. This bot is designed for token creators, liquidity pools and traders, providing a user-friendly interface for automating trading operations

Python
277
3 个月前

HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

MQL5
228
1 个月前
HTML
197
2 年前

Using tabular and deep reinforcement learning methods to infer optimal market making strategies

Jupyter Notebook
189
2 年前

A CEX-DEX arbitrage research template

Jupyter Notebook
124
2 年前

Implementation of HFT backtesting simulator and Stoikov strategy

Jupyter Notebook
115
2 年前

Liquidity Provision Analytics Python Library Beyond TCA

Python
102
24 天前

💲📈A Kotlin/Java library for cryptocurrency trading. Supporting REST Api and WebSockets non-blocking client base on Reactor Netty

Kotlin
101
4 年前

An algorithmic sandbox for Jane Street's game, "Figgie"

Rust
79
1 年前

Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.

Python
71
2 年前