HftBacktest is a cutting-edge framework designed for developing and testing high-frequency trading (HFT) and market-making strategies.
It aims to provide accurate market replay-based backtesting by incorporating critical factors such as feed latency, order latency, and order queue positions.
This tool is ideal for traders and developers seeking to optimize algorithmic strategies in simulated environments before deploying them in live markets.
HftBacktest is available in both Python and Rust. The Python version utilizes Numba JIT for performance optimization, while the Rust version has been rewritten to enhance speed and scalability.
It supports Python 3.10+ and can be installed via pip or cloned from GitHub.
To install the Python version:
bashpip install hftbacktest
For Rust:
bashcargo add hftbacktest
HftBacktest is suitable for:
HftBacktest bridges the gap between theoretical strategy development and practical implementation by providing a robust backtesting environment.
Its ability to simulate real-world trading dynamics makes it an invaluable tool for HFT practitioners.
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