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Show HN: High-frequency trading and market-making backtesting tool with examples
A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books,...
The framework aims to provide more accurate market replay-based backtesting, based on full order book and trade tick feed data. Backtesting of multi-asset and multi-exchange models Deployment of a live trading bot using the same algorithm code: currently for Binance Futures and Bybit (WIP). gridtrading: The complete process of backtesting Binance Futures using a high-frequency grid trading strategy implemented in Rust.
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