hftbacktest
by nkaz001
Rustpushed almost 2 years ago
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
AI summary
Trading simulator
A framework for simulating high-frequency trading and market-making strategies with realistic latency and order book simulations.
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- #algorithmic-trading
- #algotrading
- #backtesting
- #backtesting-engine
- #backtesting-trading-strategies
- #binance
- #binance-futures
- #crypto-bot
- #crypto-trading
- #hft
- #high-frequency-trading
- #limit-order-book
- #market-maker
- #market-making
- #orderbook-tick-data
- #orderbooks
- #quantitative-trading
- #trading-algorithms
- #trading-bot
- #trading-simulator
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