{"id":17289298,"url":"https://github.com/nkaz001/market-making-backtest","last_synced_at":"2025-09-12T06:46:50.164Z","repository":{"id":122993491,"uuid":"324279561","full_name":"nkaz001/market-making-backtest","owner":"nkaz001","description":"algo trading backtesting on BitMEX","archived":false,"fork":false,"pushed_at":"2023-12-04T14:51:09.000Z","size":15714,"stargazers_count":80,"open_issues_count":0,"forks_count":28,"subscribers_count":3,"default_branch":"master","last_synced_at":"2025-08-22T06:09:05.877Z","etag":null,"topics":["algorithm-trading","algotrading","backtest","backtester-python","backtesting","backtesting-trading-strategies","bitcoin","bitcoin-trading-bot","bitcoin-trading-bots","market-maker","market-making","optimization","trading","trading-algorithms","trading-bot"],"latest_commit_sha":null,"homepage":"","language":"Jupyter Notebook","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/nkaz001.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2020-12-25T03:24:58.000Z","updated_at":"2025-08-11T13:51:15.000Z","dependencies_parsed_at":null,"dependency_job_id":"ef7f1b22-9586-4a37-bf04-e272b05c1579","html_url":"https://github.com/nkaz001/market-making-backtest","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/nkaz001/market-making-backtest","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/nkaz001%2Fmarket-making-backtest","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/nkaz001%2Fmarket-making-backtest/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/nkaz001%2Fmarket-making-backtest/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/nkaz001%2Fmarket-making-backtest/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/nkaz001","download_url":"https://codeload.github.com/nkaz001/market-making-backtest/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/nkaz001%2Fmarket-making-backtest/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":274770651,"owners_count":25346211,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","status":"online","status_checked_at":"2025-09-12T02:00:09.324Z","response_time":60,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["algorithm-trading","algotrading","backtest","backtester-python","backtesting","backtesting-trading-strategies","bitcoin","bitcoin-trading-bot","bitcoin-trading-bots","market-maker","market-making","optimization","trading","trading-algorithms","trading-bot"],"created_at":"2024-10-15T10:34:22.165Z","updated_at":"2025-09-12T06:46:50.137Z","avatar_url":"https://github.com/nkaz001.png","language":"Jupyter Notebook","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Project moved to https://github.com/nkaz001/hftbacktest\n\n# Algorithmic trading backtests\n\n![](https://github.com/nkaz001/market-making-backtest/blob/master/readme/xbtusd-vanila-market-making-backtest-hedge.png)\n\n\n## References\n\n### Core Ideas\nhttps://ieor.columbia.edu/files/seasdepts/industrial-engineering-operations-research/pdf-files/Borden_D_FESeminar_Sp10.pdf (page 5)  \nhttps://www.reddit.com/r/algotrading/comments/6q8dp6/market_making_theory_and_application_readings/  \nhttps://www.reddit.com/r/algotrading/comments/k4x9ft/we_all_know_moving_average_crossovers_are_crap/gec6xji\n\n### Etc\n\nhttps://www.reddit.com/r/algotrading/comments/ivi8sc/brief_guide_on_researching_strategies_and/  \nhttps://miltonfmr.com/how-to-develop-test-and-optimize-a-trading-strategy-complete-guide/  \nhttps://www.reddit.com/r/quant/comments/kmdnty/open_source_hft_market_maker_bot_for_crypto (Lehalle)  \nhttps://www.reddit.com/r/algotrading/comments/ljrexf/forward_testing_bitcoin_strategy_based_on/  \nhttps://github.com/hello2all/gamma-ray  \n\n### BitMEX\n\nhttps://blog.bitmex.com/how-to-market-make-bitcoin-derivatives-lesson-2/  \nhttps://github.com/BitMEX/sample-market-maker  \n\n## Implementation\n\nhttps://github.com/nkaz001/sample-market-maker\n\n## Data\n\n### Crypto\nhttps://www.tardis.dev  \nhttps://www.kaiko.com  \n\n### Futures Exchanges\nhttp://db-ec.jpx.co.jp/category/C440/  \nhttps://www.hkex.com.hk/eng/ods/historicalData.aspx  \nhttps://datamine.cmegroup.com/#/datasets/cme.mbo  \n\n### Vendors\nhttps://www.algoseek.com  \nhttps://www.dxfeed.com  \nhttp://www.tickdatamarket.com  \n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fnkaz001%2Fmarket-making-backtest","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fnkaz001%2Fmarket-making-backtest","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fnkaz001%2Fmarket-making-backtest/lists"}