6 مستودعات
Executes orders using time-weighted average price (TWAP) or volume-weighted average price (VWAP) algorithms.
Distinct from Order Execution Engines: Distinct from Order Execution Engines: focuses specifically on algorithmic order types like TWAP and VWAP, not general order execution.
Explore 6 awesome GitHub repositories matching scientific & mathematical computing · Algorithmic Order Executions. Refine with filters or upvote what's useful.
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
Automates the placement and querying of trade orders by bridging strategy logic to the market.
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
Supports TWAP and VWAP algorithmic order types for executing trades in backtesting and live trading.
Executes target positions through swappable algorithm units on a dedicated execution monitor separate from strategy engines.
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.
Implements advanced trading patterns like TWAP and Iceberg orders to minimize market impact.
Binance Connector Python is a client library that provides programmatic access to the Binance cryptocurrency exchange, enabling automated trading and asset management across spot, margin, futures, and options markets. The library wraps the exchange's REST and WebSocket APIs into a Python interface with type-hinted methods, HMAC and RSA authentication, and a unified request-response pipeline for consistent error handling and rate limiting. The connector supports a broad range of exchange operations beyond core trading, including sub-account management, wallet operations, and algorithmic order
Supports placing algorithmic orders like TWAP and iceberg that execute gradually to minimize market impact.
TradeMaster is a reinforcement learning trading framework and algorithmic trading simulator designed for designing and testing quantitative trading strategies. The system provides a platform for developing reinforcement learning agents, managing quantitative portfolios, and optimizing trade execution using financial market data. The project features specialized components for multi-modality data preprocessing, a high-fidelity market environment simulation for strategy backtesting, and a quantitative portfolio manager for capital reallocation across multiple assets. It includes a trade executi
Optimizes the timing and volume of trade executions to minimize market impact and costs.