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 415 (last one a day ago)

Stargazers 1,507 (62 this week)

Watchers 47 (1 this week)

Forks 311

License mit

Ranking

RepositoryStats indexes 534,880 repositories, of these nkaz001/hftbacktest is ranked #32,836 (94th percentile) for total stargazers, and #44,012 for total watchers. Github reports the primary language for this repository as Rust, for repositories using this language it is ranked #890/14,895.

nkaz001/hftbacktest is also tagged with popular topics, for these it's ranked: trading-bot (#26/271), binance (#16/245), algorithmic-trading (#35/184), trading-algorithms (#19/125)

Other Information

nkaz001/hftbacktest has Github issues enabled, there are 2 open issues and 55 closed issues.

There have been 25 releases, the latest one was published on 2024-06-11 (20 days ago) with the name v1.8.4.

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

415 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: 2024-07-01 @ 01:47pm, id: 528898425 / R_kgDOH4ZZeQ