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marketmaker

接入okcoin的数字货币行情，并在众安交易所做市

mm-glosten-milgrom

A study of the Glosten and Milgrom model for market making

onnx

Open standard for machine learning interoperability

pollnet

A collection of non-blocking(polling) network libs for Linux, also support solarflare APIs(Tcpdirect/Efvi)

py_lets_be_rational

pylimitbook

Python implementation of fast limit-order book.

pystruct

Simple structured learning framework for python

quantbox.data

二进制行情存储格式

quantbox.datasimulator

直接读取QuantBox.Data数据进行回测的工具

quantcup-orderbook

Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.

sample-market-maker

Sample BitMEX Market Making Bot

seeing-theory

A visual introduction to probability and statistics.

sgx-full-orderbook-tick-data-trading-strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

sinalv2

API for sina level2 market quotations

spartan

A collection of High-Frequency trading components

stock

股票10档盘口 小工具

stocktrader

提供股票程序化交易功能，支持基金交易

tardis-machine

Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market data via HTTP and WebSocket APIs

tardis-node

Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js

tardis-python

Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.

tribeca

A high frequency, market making cryptocurrency trading platform in node.js

tushare

TuShare is a utility for crawling historical data of China stocks

v3-open-api-sdk

vnpy

基于python的开源量化交易平台开发框架

volatility-model

The goal of this project is to implement a binomial model to calculate options on futures implied volatility using Cox–Ross–Rubinstein (CRR) procedure.

xapi2

统一行情交易接口第2版

yijinjing-lite

c++, low-latency in-porcess communication via mmap