Shypd.aiThe largest open index of AI toolsexample-hftish is an AI Agents & Automation tool that provides an example order book imbalance algorithm for the Alpaca Trading API. It helps capture slight moves in the bid/ask spread for high-volume stocks, making many trades daily.
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example-hftish offers an example algorithm designed to capture minor fluctuations in the bid/ask spread, specifically targeting high-volume stocks with frequent 1-cent movements. This tool is based on trading strategies that leverage order book imbalance, as detailed in academic literature. It is built for the Alpaca Trading API and requires Python 3.6 or above, along with the Alpaca Python SDK. Users need to set up their Alpaca API key and secret key as environment variables. The algorithm is designed for real-time price updates and will quickly encounter PDT rules due to its high trading frequency, necessitating an account balance well above $25,000 for live environments. It also utilizes the Polygon streaming API, requiring a live trading account setup.
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