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nkaz001/hftbacktest

@nkaz001

Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit

Stars
4,584
Forks
888
Language
Rust
License
MIT
Last push
9 months ago
Rustalgorithmic-tradingtrading-simulatorhfttrading-strategieshigh-frequency-tradingorderbookorderbook-tick-datatradingbottrading-algorithmsbinancebacktestingquantitative-tradingalgotradingcrypto-tradingcrypto-botmarket-makermarket-makingbacktesting-trading-strategiesbacktesting-enginelimit-order-book

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