Hft Python Packages

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

fugazi

Fast incremental technical analysis indicators and backtesting for Rust and Python — O(1) streaming updates, no TA-Lib C build, Python bindings, a YAML strategy language, and a CLI.

hummingbot

Open source software that helps you create and deploy high-frequency crypto trading bots

orderflow-metrics

Microstructure order-flow metrics — Order Flow Imbalance (OFI), depth and trade imbalance. Dependency-free TypeScript.

market-data-normalizer

Normalize heterogeneous market-data feeds (CSV, WebSocket JSON, FIX) into one exchange-agnostic schema. Pure Python, zero deps.

itch-book

NASDAQ TotalView-ITCH 5.0 parser and order book: header-only C++23 core, pip install itch-book for BBO, trades, order-by-order and depth Parquet tables

wingfoil

ultra low latency graph based stream processing framework

shredstream

Solana ShredStream SDK/Decoder for Python, enabling ultra-low latency Solana transaction streaming via UDP shreds from https://www.shredstream.com

ordersim

Inspectable execution simulator for order-book replay and latency-aware fill simulation

longtrader-sdk

LongTrader Worker and Strategies

wtpy

wtpy是基于wondertrader为底层的针对python的子框架

obook

A fast, embeddable limit-order-book & matching engine in Go — plus a microstructure research harness and a WASM-powered animated explainer. MIT.

hummingbot-quang

Open source software that helps you create and deploy high-frequency crypto trading bots

hummingbot-lbank-nya

Open source software that helps you create and deploy high-frequency crypto trading bots

avellaneda-stoikov

A rigorous Avellaneda–Stoikov optimal market-making solver (PDE value function + adverse selection).

lltune

LLTune tunes Linux servers for ultra-low latency workloads. It scans system state, generates a config, audits for risks, applies safe CPU/ memory/network/kernel/IRQ tuning with backups and rollback, and stages persistence services for reboot.

fphummingbot

Open source software that helps you create and deploy high-frequency crypto trading bots

dmm-hummingbot-dev

Open source software that helps you create and deploy high-frequency crypto trading bots

hummingbot-tiny

Open source software that helps you create and deploy high-frequency crypto trading bots

bs-poly

Ultra-low latency AVX-512 Polymarket market-making kernel (Logit Jump-Diffusion + Avellaneda-Stoikov in logit space)

hummingbot-lbank

Open source software that helps you create and deploy high-frequency crypto trading bots