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
Fix #48
To prevent the order sequence from being out of order due to latency, this fix enforces that timestamp should be greater than the timestamp of the last queued order.
Fix #48 To prevent the order sequence from being out of order due to latency, this fix enforces that timestamp should be greater than the timestamp of the last queued order.