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High Frequency Trading Python Packages

Python packages with the GitHub topic high-frequency-trading. Sorted by monthly downloads, with stars and forks.
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

12K 5K 926
keyhankamyar
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.

966 45 6
vgreg
meatpy

MeatPy

333 36 11
kiennt23
zi-dct0

This is a Python implementation for the ZI DCT0 trading algorithm

109 6 6
felixpatzelt
priceprop

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

63 24 10
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