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, with real-world crypto market-making examples for Binance Futures
MIT License
1.78k
stars
357
forks
source link
refactor: Add a set of initial FeeModels and propagate the FeeModel across hftbacktest #105 #109
roykim98
commented
1 month ago
refactor: Add a set of initial FeeModels and propagate the FeeModel across hftbacktest #105