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
1.96k stars 384 forks source link

Thanks for rust #71

Closed pepi99 closed 7 months ago

pepi99 commented 7 months ago

Hey, thanks for providing the Rust implementation!