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

Date Created 2022-08-25 (2 years ago)

Commits 741 (last one 8 days ago)

Stargazers 1,963 (3 this week)

Watchers 56 (0 this week)

Forks 384

License mit

Ranking

RepositoryStats indexes 579,238 repositories, of these nkaz001/hftbacktest is ranked #25,955 (96th percentile) for total stargazers, and #36,203 for total watchers. Github reports the primary language for this repository as Rust, for repositories using this language it is ranked #727/16,513.

nkaz001/hftbacktest is also tagged with popular topics, for these it's ranked: trading-bot (#23/295), binance (#11/264), algorithmic-trading (#31/191), trading-algorithms (#17/137), backtesting (#12/101)

Other Information

nkaz001/hftbacktest has 4 open pull requests on Github, 23 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 10 open issues and 80 closed issues.

There have been 32 releases, the latest one was published on 2024-09-03 (2 months ago) with the name py-v2.1.0.

All Topics

hft binance crypto-bot orderbooks algotrading backtesting trading-bot market-maker market-making crypto-trading binance-futures limit-order-book trading-simulator backtesting-engine trading-algorithms algorithmic-trading orderbook-tick-data quantitative-trading high-frequency-trading backtesting-trading-strategies

Star History

Github stargazers over time

Watcher History

Github watchers over time, collection started in '23

Recent Commit History

741 commits on the default branch (master) since jan '22

Yearly Commits

Commits to the default branch (master) per year

Issue History

Languages

The primary language is Rust but there's also others...

updated: 2024-11-07 @ 11:08am, id: 528898425 / R_kgDOH4ZZeQ