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── 99105 repos indexed ── | filtered by tag: #strategy
ccxt/ccxt β˜… 43651 8810 APPLICATION

CCXT is a cryptocurrency exchange trading library that provides a unified API for over 100 exchanges across 7 programming languages (TypeScript/JavaScript, Python, PHP, C#, Go, Java). The core is written in TypeScript from which all other language bindings are transpiled. It implements both REST and WebSocket APIs for market data, trading, and account management. The library normalizes exchange-specific data formats into a common schema, enabling cross-exchange arbitrage and analytics. Key architectural patterns include a base Exchange class with exchange-specific subclasses, a pro/ subdirectory for WebSocket-enabled exchanges, static_dependencies/ for vendored third-party code (ethers, starknet, bip39, etc.), and an extensive test suite with both static and live tests. The repository includes a playground (Next.js web IDE), CLI tool, documentation site (Fumadocs), CI/CD for all languages, and Docker development environment.

RATING: 8.6/10 MAINT: active DRIFT: low
β–Έ 8 reusable components found
51bitquant/binance_grid_trader β˜… 980 299 APPLICATION

Binance Grid Trader is a cryptocurrency trading bot that implements grid trading strategies for Binance Spot and Futures markets. The application features a modular architecture with separate layers for exchange gateways, event processing, strategy management, and user interface. It provides both a graphical interface built with PyQt5 and script-based execution modes for running trading strategies without UI. The system connects to Binance via REST and WebSocket APIs to receive market data and execute trades based on configurable grid strategies.

RATING: 8.4/10 MAINT: active DRIFT: medium
β–Έ 4 reusable components found
notifme/notifme-sdk β˜… 1985 153 APPLICATION

Notifme SDK is a Node.js library for sending transactional notifications across multiple channels (email, SMS, push, webpush, Slack, WhatsApp, voice). It provides a unified interface with a provider pattern, allowing users to configure one or more providers per channel with built-in multi-provider strategies (fallback, round-robin, no-fallback). The library handles authentication, request formatting, and error handling for each provider, and includes a development mode with a notification catcher for local testing. The architecture is centered around a Sender class that dispatches requests to channel-specific strategies, which in turn call provider instances. External dependencies include nodemailer, node-fetch, web-push, winston, and node-pushnotifications. The codebase uses Flow for type checking and Babel for transpilation, with comprehensive Jest tests achieving 100% coverage thresholds.

RATING: 8.1/10 MAINT: active DRIFT: medium
β–Έ 4 reusable components found
OpenByteInc/QuantDinger β˜… 12542 2544 APPLICATION

This repository contains the backend API for a trading platform, specifically QuantDinger. It handles strategies, indicators, and market data, and has various tests and scripts for ensuring the quality and functionality of the code.

RATING: 7.9/10 MAINT: maintained DRIFT: medium
β–Έ 2 reusable components found
imsatoshi/GeneTrader β˜… 198 60 APPLICATION

GeneTrader is a Python application that optimizes trading strategy hyperparameters for Freqtrade using genetic algorithms (default) and Optuna. It runs as a CLI tool (`main.py`) or a systemd daemon, generating candidate strategies, executing Freqtrade backtests via subprocess, and scoring candidates with a multi-component fitness function designed to prevent overfitting (minimum trades, drawdown cap, profit factor requirement, complexity penalty). The architecture is modular: `genetic_algorithm/` provides generic GA operators (crossover, mutation, tournament selection, diversity maintenance), `optimization/` contains optimizer base classes and implementations, `strategy/` handles backtest execution, walk-forward validation, and a selection bar (false-discovery diagnostic), and `scripts/` includes deployment workflows and utility scripts. The repo is hybridβ€”it is a software application that performs data research for trading strategy optimization, with strong emphasis on statistical rigor (walk-forward, Monte Carlo robustness, selection bar). External dependencies include Freqtrade (Docker image), Binance (for pair listing and delisting data), and SSH/SCP for deployment. The codebase is well-structured with tests, but shows signs of personal project maintenance (script sprawl, hardcoded paths, potential overfitting in sample results).

RATING: 6.9/10 MAINT: stale DRIFT: medium
β–Έ 5 reusable components found
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