For any programmers curious about how HFT <i></i>actually<i></i> works in practice --- I recommend checking out our very own patio11 &amp; tptacek&#x27;s <a href="https:&#x2F;&#x2F;www.stockfighter.io" rel="nofollow">https:&#x2F;&#x2F;www.stockfighter.io</a> [1]<p>It&#x27;s a stock market simulator with a websocket API that you can code against to run your own trading bots in various scenarios.<p>I am currently on level 3 where the exact goal is to write a profitable market maker bot. So far my bot is decidedly UN-profitable, but I hope to change that soon.<p>[1]: And here is the thread when Stockfighter launched on HN: <a href="https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=10724592" rel="nofollow">https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=10724592</a>