hftbacktest

A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books. (by nkaz001)

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hftbacktest reviews and mentions

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Stats

Basic hftbacktest repo stats
16
1,031
9.2
4 days ago

nkaz001/hftbacktest is an open source project licensed under MIT License which is an OSI approved license.

The primary programming language of hftbacktest is Rust.


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