nkaz001/hftbacktest
Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit
148 best points · 73 comments · 3 Hacker News posts · 5,054 GitHub stars · View on GitHub
Hacker News discussions
- Show HN: High-frequency trading and market-making backtesting tool with examples (148 points, 73 comments, by nkaz001, 2024-06-21)
- Show HN: Open-Sourcing High-Frequency Trading and Market-Making Backtesting Tool (2 points, 0 comments, by nkaz001, 2023-10-30)
- Hftbacktest: A high-frequency trading and market-making backtesting tool (2 points, 0 comments, by sebg, 2024-01-29)