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hftbacktest

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

tick-vault

High-performance financial tick data downloader and reader for Dukascopy Bank's historical datafeed

meatpy

MeatPy

zi-dct0

This is a Python implementation for the ZI DCT0 trading algorithm

priceprop

Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.

tfq-finance

Hybrid Event-driven and Vectorized Strategy Backtesting Library