nkaz001/hftbacktest

项目介绍与用途

「nkaz001/hftbacktest」是由 nkaz001 维护、主要使用 Rust 开发的开源项目。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。目前该项目在 GitHub 上累计获得 4.9k 个 Star、923 次 Fork（今日新增 12 Star）。如果你关注 Rust 方向的开源生态，它值得收藏、学习与参考。

项目简介

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

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