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nkaz001
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

13K 4K 780
zombie-einstein
bourse

Rust Market Simulation Library with a Python API

5K 23 1
vgreg
meatpy

MeatPy

518 30 8
zkhorozianbc
pyorderbook

A Python Limit Order Book written in Rust

188 5 0
orderbooktools
crobat

Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.

174 54 16
Kautenja
limit-order-book

A C++ and Python implementation of the limit order book.

173 307 75
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