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nkaz001 / hftbacktest

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
MIT License
2.02k stars 397 forks source link

refactor: Add a set of initial FeeModels and propagate the FeeModel across hftbacktest #105 #109

Closed nkaz001 closed 3 months ago

nkaz001 commented 3 months ago

refactor: Add a set of initial FeeModels and propagate the FeeModel across hftbacktest #105

roykim98 commented 3 months ago

Thanks!