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 811 (last one a day ago)
Stargazers 2,261 (54 this week)
Watchers 58 (0 this week)
Forks 449
License mit
Ranking

RepositoryStats indexes 618,350 repositories, of these nkaz001/hftbacktest is ranked #23,352 (96th percentile) for total stargazers, and #35,137 for total watchers. Github reports the primary language for this repository as Rust, for repositories using this language it is ranked #692/17,952.

nkaz001/hftbacktest is also tagged with popular topics, for these it's ranked: trading-bot (#20/309),  binance (#9/267),  algorithmic-trading (#29/200),  trading-algorithms (#14/144),  backtesting (#12/106)

Other Information

nkaz001/hftbacktest has 4 open pull requests on Github, 28 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 9 open issues and 100 closed issues.

There have been 35 releases, the latest one was published on 2025-02-07 (15 days ago) with the name rust-v0.7.0 & py-v2.2.0.

Star History

Github stargazers over time

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Watcher History

Github watchers over time, collection started in '23

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Recent Commit History

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

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Yearly Commits

Commits to the default branch (master) per year

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Issue History

Total Issues
Open Issues
Closed Issues
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Languages

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

RustRustPythonPython

updated: 2025-02-22 @ 05:57am, id: 528898425 / R_kgDOH4ZZeQ