Awesome GitHub RepositoriesOrder Execution Engines

Backtrader is a Python framework designed for the development, backtesting, and live execution of algorithmic trading strategies. It provides a comprehensive environment for quantitative finance, allowing users to simulate trading logic against historical market data or connect directly to brokerage platforms for automated real-time trading. The project distinguishes itself through a unified event-driven architecture that treats backtesting and live trading with the same API. This consistency is supported by a flexible data-feed abstraction layer that normalizes diverse financial sources, ena

Nautilus Trader is a high-performance algorithmic trading framework built in Rust, designed for the development, backtesting, and live execution of automated trading strategies. It provides a comprehensive platform for managing multi-asset portfolios and interacting with diverse financial markets through a standardized connectivity suite. The system is engineered to handle high-frequency data processing and complex order execution while maintaining precise numerical accuracy across various asset classes. The framework distinguishes itself through an architecture centered on deterministic even

Hummingbot is an open-source framework designed for building, backtesting, and deploying autonomous trading agents and algorithmic strategies across centralized and decentralized cryptocurrency exchanges. It provides a modular environment where users can orchestrate containerized bots to execute complex market-making, grid trading, and arbitrage operations. The platform distinguishes itself through a skill-based architecture that integrates large language models, enabling users to monitor market conditions and control trading operations via natural language commands. It features a unified con

Lean is an algorithmic trading engine and quantitative finance platform designed for the development, backtesting, and live execution of automated trading strategies. It provides a comprehensive framework for processing time-series market data, managing multi-asset portfolios, and conducting quantitative research across diverse financial markets. The platform distinguishes itself through a modular, event-driven architecture that decouples strategy logic from data ingestion and brokerage connectivity. By utilizing standardized interfaces for data providers and brokerage abstractions, it enable

Easytrader is a quantitative trading automation framework and brokerage API wrapper designed to programmatically execute buy and sell orders across trading terminals. It functions as a system for linking quantitative strategy logic to brokerage clients, providing the necessary infrastructure to automate stock trading and execute strategy-driven signals. The system distinguishes itself by offering a remote trading execution server that decouples strategy logic from trade execution, allowing orders to be triggered on distant machines via a web server or command-line interface. It includes speci

This project is a futures algorithmic trading system designed to execute high-performance trading strategies through direct API integrations and low-latency message routing. It features a strategy execution engine that automates order placement and manages trade flows based on predefined logic and API triggers. The system utilizes a native trading API bridge and a low-latency message bus to interface internal logic with external exchange APIs while minimizing execution delays. Monitoring is handled through a web-based trading dashboard for real-time activity tracking and remote management. B

Zenbot is an automated cryptocurrency trading bot designed to execute trades on exchanges based on technical analysis and predefined risk parameters. It functions as a technical analysis engine that processes market data through mathematical indicators to generate actionable trade signals. The system includes a genetic algorithm strategy optimizer to automatically discover the most profitable parameter configurations. It provides multiple simulation environments, including a trading strategy backtester for replaying historical data and a paper trading simulator for testing strategies against

python-binance is a Python client library that provides programmatic access to the Binance cryptocurrency exchange through both REST and WebSocket APIs. It serves as a comprehensive toolkit for automated trading, account management, and market data retrieval, enabling developers to build trading bots, portfolio management tools, and data analysis applications that interact directly with the exchange. The library distinguishes itself through a dual-client architecture that separates synchronous REST calls from persistent WebSocket streams, allowing concurrent execution without blocking. It inc

RQAlpha is a Python-native quantitative trading backtesting framework and live trading execution system. It provides an event-driven engine for simulating trading strategies against historical market data, with realistic transaction costs, slippage models, and corporate action handling. The platform supports multi-asset class trading including stocks, futures, options, and REITs, with separate sub-accounts for different asset types and configurable margin requirements. The framework distinguishes itself through a plugin-based extensible architecture that allows users to swap out core componen

OctoBot is an open-source automated trading platform that connects to over 15 cryptocurrency exchanges, enabling users to deploy grid, dollar-cost averaging, market-making, and AI-driven trading strategies. It functions as a unified multi-exchange trading platform, a TradingView alert executor, and a crypto trading bot, all within a single system. The platform is built on an event-driven trading loop with a plugin-based strategy engine, an exchange-agnostic connector layer, and a cloud-synced profile store for multi-device consistency. What distinguishes OctoBot is its integration of large la

This project is an automated cryptocurrency trading platform for the Binance exchange. It functions as a technical analysis trading tool and grid trader, executing strategies and managing assets without manual intervention. The platform is distinguished by its multi-service containerized architecture, which orchestrates a listener, cache, and database. It utilizes a secure web dashboard for monitoring active trades and adjusting bot parameters, protected by password and token-based authentication. The system covers a broad range of trading capabilities, including grid and trailing order auto

Sea Protocol هو منصة تبادل لا مركزية وبروتوكول تداول شبكي تم نشره على سلاسل كتل Aptos وSui. يوفر بنية تحتية للتداول تجمع بين دفاتر الطلبات على السلسلة (On-chain) ومراكز سيولة صانع السوق الآلي ومحرك تداول عبر السلاسل. يتميز النظام بقدرات التداول الشبكي الآلي، التي تنفذ أوامر الشراء والبيع بفواصل سعرية خطية أو هندسية لالتقاط تقلبات السوق. كما يدعم التداول بدون فروق أسعار من خلال توجيه الأوامر (Post-only) ونموذج هجين يدمج دفاتر الطلبات المحدودة المركزية مع صناع السوق الآليين. يتضمن البروتوكول مجموعة شاملة من الأدوات لإدارة السيولة، باستخدام حفظ الخزنة على السلسلة لإيداعات الرموز. يدمج نظام حوكمة مع آلية قفل زمني للتغييرات الإدارية، بالإضافة إلى تحليلات على السلسلة لمراقبة مقاييس البروتوكول وأداء المتداولين. يتم توفير الوصول البرمجي لعمليات التداول، وسجلات الطلبات، وبيانات الشبكة عبر مجموعة من نقاط نهاية API القياسية.

يوفر هذا المشروع وثائق تقنية وأدلة مرجعية للتداول الفوري، بما في ذلك مواصفات بروتوكولات REST، و WebSocket، و FIX. يعمل كمورد شامل للتكامل مع نقاط نهاية التداول الفوري لتنفيذ الصفقات، والاستعلام عن بيانات الحساب، وجلب إحصائيات السوق. يتميز المشروع بدعم الاتصال على مستوى المؤسسات من خلال معيار تبادل المعلومات المالية (FIX) والترميز الثنائي البسيط لتقليل زمن الوصول وحجم الحمولة. كما يتضمن بيئة تجريبية (Sandbox) مخصصة للتحقق من منطق التداول والاستراتيجيات دون مخاطر مالية. تغطي الوثائق مجموعة واسعة من القدرات، بما في ذلك بث بيانات السوق في الوقت الفعلي، وإدارة شاملة لدورة حياة الطلبات والصفقات، ومراقبة الحساب. كما تفصل أنواع الطلبات المعقدة، وتوجيه الطلبات الذكي، وقواعد التداول الصارمة فيما يتعلق بالتحقق من السعر والكمية. يحتوي المستودع على مراجع API مفصلة، ودليل تكامل بروتوكول FIX، ومواصفات بيانات سوق WebSocket لتوجيه المطورين أثناء التنفيذ.

tqsdk-python هو SDK وإطار عمل للتداول الكمي مصمم لتطوير استراتيجيات آلية للعقود الآجلة، والخيارات، والأسهم باستخدام Python. يعمل كمحرك تداول خوارزمي وAPI لبيانات السوق المالية، ويوفر الأدوات اللازمة لاختبار الاستراتيجيات، وتحليل البيانات التاريخية، وتنفيذ التداولات الحية عبر حسابات وساطة متعددة. يتميز المشروع بمكتبة تحليلات خيارات متخصصة تحسب اليونانيات (Greeks)، والتقلب الضمني، وأسطح التقلب باستخدام نموذج Black-Scholes. كما يدعم أنماط تنفيذ أوامر معقدة، مثل TWAP، وIceberg، وPOV، لتقليل تأثير السوق أثناء دخول وخروج المراكز. يغطي الـ SDK سطح قدرات واسع بما في ذلك استرجاع بيانات السوق في الوقت الفعلي والتاريخية، وإدارة المخاطر الكمية، ومراقبة المحفظة. يدمج نموذج تنفيذ غير متزامن لبث البيانات وجدولة المهام، إلى جانب أدوات لمحاكاة التداول متعدد الأصول وتحليل الأداء. توفر المكتبة واجهة رسومية قائمة على الويب لمراقبة الاستراتيجية وتصور البيانات.

pyalgotrade is a Python algorithmic trading library designed for developing, backtesting, and executing automated trading strategies. It provides a comprehensive framework for financial strategy backtesting, a technical analysis library for computing mathematical indicators, and connectors for cryptocurrency exchange integration. The project distinguishes itself by supporting sentiment-based trading through the integration of real-time social media feeds and keyword streams. It features a quantitative trading visualization tool for plotting price action and portfolio equity curves, along with

This project is a high-performance C++ trading engine designed for automated cryptocurrency market making and high-frequency trading. It functions as a liquidity provision tool that executes rapid order adjustments and quote placements to capture the bid-ask spread. The system utilizes a fair-value pricing model to estimate target asset prices based on real-time exchange data. It features a self-hosted trading dashboard that provides a web interface for monitoring portfolio holdings, visualizing market metrics, and manually controlling automated trading instances. The software includes capab

pybroker is a Python algorithmic trading framework and quantitative technical analysis library designed for developing, testing, and optimizing trading strategies using historical market data. It functions as a trading strategy backtester and a financial performance evaluator, providing a structured environment to simulate trading rules and analyze their statistical reliability. The framework distinguishes itself through a market data integration layer that handles the fetching and caching of historical price data from external providers. It incorporates an event-driven backtesting engine and

quant-wiki is a comprehensive knowledge base and structured reference for quantitative finance, financial engineering, and algorithmic trading. It serves as a centralized library of documentation covering mathematical models, financial instruments, and systematic trading strategies. The project integrates AI-driven capabilities through a modular retrieval-augmented generation framework that extracts structured data from research papers and news. It features a multi-agent workflow engine designed to discover and validate predictive alpha factors, alongside tools for local large language model

Hikyuu is a quantitative trading framework designed for developing, backtesting, and executing systematic trading strategies. It functions as a high-speed system that combines a financial time-series library, a multi-factor analysis tool, and a quantitative backtesting engine to support comprehensive trading research. The framework is distinguished by its high-speed computing core, which utilizes multi-threaded execution to process large volumes of market data for technical indicator generation. It supports a modular strategy composition model where signal, risk, and fund management component