hftbacktest 0.9.4

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.

hftbacktest

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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