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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

Converter #151

Open tradflux opened 1 month ago

tradflux commented 1 month ago

Contributor utility.

  1. Only handles bybit right now.
  2. Ideally should reuse the serde json objects in the collector but that's a bin not a lib.