GitHub repository: nkaz001/hftbacktest
Primary language: Rust
Created: 2022-08-25T14:56:37Z
Description: 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 and Bybit