hftbacktest
Trading simulator
A framework for simulating high-frequency trading and market-making strategies with realistic latency and order book simulations.
A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures
2k stars
59 watching
412 forks
Language: Rust
last commit: about 2 months ago
Linked from 1 awesome list
algorithmic-tradingalgotradingbacktestingbacktesting-enginebacktesting-trading-strategiesbinancebinance-futurescrypto-botcrypto-tradinghfthigh-frequency-tradinglimit-order-bookmarket-makermarket-makingorderbook-tick-dataorderbooksquantitative-tradingtrading-algorithmstrading-bottrading-simulator
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