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I've done a bit of algo trading, but not HFT (those low latency links are costly). Here are some links I've collected along the way:

https://github.com/StateOfTheArt-quant/awesome-high-frequenc...

https://github.com/AlexWan/OsEngine

https://github.com/hummingbot/hummingbot

https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Tr...

https://github.com/Crypto-toolbox/HFT-Orderbook

https://github.com/Manudecara/Algo-Trading

I also had some fun with the challenges on Quantopian, but that shutdown a couple of years ago (https://en.wikipedia.org/wiki/Quantopian).






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