hftbacktest 0.9.0

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
Documentation

hftbacktest

There is very little structured metadata to build this page from currently. You should check the main library docs, readme, or Cargo.toml in case the author documented the features in them.

This version has 16 feature flags, 13 of them enabled by default.

default

backtest (default)

live (default)

hftbacktest-derive (default)

nom (default)

  • dep:nom (default)

uuid (default)

zip (default)

  • dep:zip (default)

chrono (default)

futures-util (default)

iceoryx2 (default)

rand (default)

serde (default)

tokio (default)

toml (default)

aws-config

aws-sdk-s3

s3