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by umitanuki 2695 days 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 for the code and a bit of explanation on medium https://medium.com/automation-generation/hft-like-trading-al...