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
I would like to know the parameters used in the backtest for reproducibility and follow-up testing, are they listed anywhere? Or are all the strategy parameters the same (0.0005) except for symbol-specific parameters such as tick_size?
richwomanbtc
commented
2 months ago
I would like to know the parameters used in the backtest for reproducibility and follow-up testing, are they listed anywhere? Or are all the strategy parameters the same (0.0005) except for symbol-specific parameters such as tick_size?