[资源介绍]
GitHub - nkaz001/hftbacktest: Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit
Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit - nkaz001/hftbacktest
hftbacktest - 一个高频交易和做市回测工具,考虑限价单、排队位置和延迟,使用完整逐笔数据来进行交易和订单簿。