nkaz001 / 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, with real-world crypto market-making examples for Binance Futures
MIT License
1.78k stars 357 forks source link

feat: add LiveBot2 using Iceoryx2 IPC for unified connectors. #129

Open nkaz001 opened 3 weeks ago

nkaz001 commented 3 weeks ago

WIP