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 751 (last one 21 hours ago)
Stargazers 1,997 (18 this week)
Watchers 58 (0 this week)
Forks 392
License mit
Ranking

RepositoryStats indexes 584,353 repositories, of these nkaz001/hftbacktest is ranked #25,677 (96th percentile) for total stargazers, and #34,821 for total watchers. Github reports the primary language for this repository as Rust, for repositories using this language it is ranked #721/16,711.

nkaz001/hftbacktest is also tagged with popular topics, for these it's ranked: trading-bot (#22/298),  binance (#10/264),  algorithmic-trading (#31/190),  trading-algorithms (#17/139),  backtesting (#11/101)

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 13 open issues and 81 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.

Star History

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Watcher History

Github watchers over time, collection started in '23

Recent Commit History

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

Yearly Commits

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Issue History

Languages

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

updated: 2024-11-21 @ 01:13am, id: 528898425 / R_kgDOH4ZZeQ