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Faraone-Dev / atomic-mesh

Star 9

Distributed market-making system. Avellaneda-Stoikov strategy with sub-microsecond C++ hot-path (431ns), event-sourced architecture, VPIN toxicity detection, QUIC mesh transport, real-time dashboard. Rust + C++17 FFI.

rust distributed-systems real-time dashboard trading cpp ffi event-sourcing low-latency quic hft quantitative-finance algorithmic-trading order-book financial-engineering high-frequency-trading market-making binance vpin avellaneda-stoikov
  • Updated Jun 5, 2026
  • Rust

CameronScarpati / lob-regime-scanner

Star 7

HMM-based market microstructure regime detection for cryptocurrency order books — 30+ features, Gaussian HMM, C++/pybind11 LOB engine, interactive Plotly Dash dashboard

python machine-learning hmm trading cpp data-visualization cryptocurrency quantitative-finance hidden-markov-model order-book pybind11 financial-engineering backtesting market-microstructure high-frequency-trading plotly-dash vpin order-flow regime-detection
  • Updated Jun 7, 2026
  • Python

davidakpele / atomic-mesh

Sponsor
Star 6

ATOMIC MESH — Distributed deterministic HFT market-making engine. Avellaneda-Stoikov strategy with sub-microsecond C++ hot-path (575ns), event-sourced architecture, VPIN toxicity detection, QUIC mesh transport, real-time dashboard. Rust + C++17 FFI. Live on Binance.

rust template dashboard cpp ffi event-sourcing low-latency hft quantitative-finance financial-analysis order-book financial-engineering high-frequency-trading binance vpin distrubted-systems avellaneda-stoikov algorithmic-trading-portfolio algrithmic marketing-making
  • Updated May 5, 2026
  • Rust

dhruuvsharma / Trading-Strategies

Star 4

Algorithmic trading research — multi-platform (MT5/MQL5 + cTrader/C# cAlgo). Order-flow & microstructure strategies: tick-level cumulative delta scalping with sniper confirmation gates, dynamic Median+MAD threshold fades, weighted-composite signal engines (VPIN, OBI, footprint imbalance, absorption, HVP). Session-aware risk management.

csharp trading-bot forex trading-strategies calgo quantitative-finance algorithmic-trading ctrader quantitative-trading tick-data risk-management mql5 market-microstructure metatrader5 scalping vpin expert-advisor order-flow cumulative-delta footprint-chart
  • Updated May 16, 2026
  • MQL5

vortexpixelz / Kalshi-smart-money

Star 1

Smart Money Detection is a Python library that uses ensemble anomaly detection and active learning to identify informed trading behavior in prediction markets, with configurable weighting strategies, market microstructure models (VPIN/PIN), and minimal labeled data requirements

python data-science machine-learning time-series ensemble-learning active-learning bandits prediction-markets anomaly-detection market-microstructure vpin
  • Updated May 21, 2026
  • Python

gregorian-09 / mqt-microstructure

Star 0

Market microstructure analysis library for MQL5 (MT5). Tick/quote/book collectors, liquidity, order flow (CVD, VPIN), price impact (Kyle, Amihud, Hasbrouck, Almgren-Chriss), volatility (Parkinson, GK, YZ), trade classification, ACD duration, book resiliency, volume profile, information share.

trading algorithmic-trading volatility microstructure liquidity mql5 market-microstructure metatrader5 vpin order-flow price-impact volume-profile
  • Updated May 15, 2026
  • MQL5

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