nkaz001 / hftbacktest

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

Date Created 2022-08-25 (about a year ago)

Commits 367 (last one 23 hours ago)

Stargazers 1,141 (10 this week)

Watchers 38 (0 this week)

Forks 278

License mit

Ranking

RepositoryStats indexes 528,822 repositories, of these nkaz001/hftbacktest is ranked #42,597 (92nd percentile) for total stargazers, and #55,794 for total watchers. Github reports the primary language for this repository as Rust, for repositories using this language it is ranked #1,145/14,681.

nkaz001/hftbacktest is also tagged with popular topics, for these it's ranked: trading-bot (#36/278), binance (#20/242), algorithmic-trading (#36/187), contributions-welcome (#20/140), trading-algorithms (#23/129)

Other Information

nkaz001/hftbacktest has Github issues enabled, there are 3 open issues and 51 closed issues.

There have been 25 releases, the latest one was published on 2024-06-11 (a day ago) with the name v1.8.4.

All Topics

hft binance 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 contributions-welcome 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

366 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: 2024-06-12 @ 11:46pm, id: 528898425 / R_kgDOH4ZZeQ