This framework provides accurate backtesting and live trading capabilities for high-frequency trading and market-making strategies, accounting for critical market microstructures.
HftBacktest is an open-source tool for developing HFT and market-making strategies. It supports tick-by-tick simulations using Level-2 and Level-3 order book data, factoring in feed and order latencies, and queue positions for precise fill simulations. Users can deploy live trading bots for Binance Futures and Bybit, as detailed in its `documentation` and `tutorials`.
This framework provides accurate backtesting and live trading capabilities for high-frequency trading and market-making strategies, accounting for critical market microstructures.
Quantitative traders and algorithmic developers focusing on high-frequency trading and market-making will find this tool essential.