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As we build our API trading brokerage, we wanted to show something like HFT algo can be built quickly. Chatting with an ex-HFT guy, I quickly built this and put
by umitanuki 8y ago
As we build our API trading brokerage, we wanted to show something like HFT algo can be built quickly. Chatting with an ex-HFT guy, I quickly built this and put it in GitHub, so anyone can run it. 261 lines of python. Check out https://github.com/alpacahq/example-hftish https://github.com/alpacahq/example-hftish for the code and a bit of explanation on medium https://medium.com/automation-generation/hft-like-trading-algorithm-in-300-lines-of-code-you-can-run-now-983bede4f13a https://medium.com/automation-generation/hft-like-trading-al...