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
The next version, hftbacktest2, will be a Python implementation of hftbacktest using Rust as the backend. This will ensure it uses the same data format and produces the same backtesting results. Currently, it is under version 2.0.0-alpha, and the examples and documentation are being gradually rewritten for version 2.
The next version, hftbacktest2, will be a Python implementation of hftbacktest using Rust as the backend. This will ensure it uses the same data format and produces the same backtesting results. Currently, it is under version 2.0.0-alpha, and the examples and documentation are being gradually rewritten for version 2.