High Frequency Trading Python Packages

pm-hbtbacktest

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

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

meatpy

Read and process limit order book data

tick-vault

Python library for downloading and processing Dukascopy historical tick data (Forex, crypto, metals). Supports resume-capable downloads, automatic gap detection, proxy rotation, and efficient pandas integration for backtesting and quantitative analysis.

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