Rust · MIT
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
★ 5k
Stars
957 forks · 24 open issues
+4.0/day
Growth · measured
Stars counted between two of our own snapshots roughly a week apart. The repository page gives the exact span.
24.1
Momentum / 100
see the breakdown below
4y ago
Created
last push 10mo ago
Star history
How this score was built
| Component | Weight | Earned | Why |
|---|---|---|---|
| Velocity | 55 | 13.4 | +4.0/day, log-scaled against a 750/day ceiling |
| Acceleration | 15 | 0.0 | last week ran 0.60× the monthly pace |
| Freshness | 15 | 0.0 | last push 10mo ago; decays to zero at 180 days |
| Scale | 15 | 10.7 | 5k stars, log-scaled against 150k — stops a 3-star repo topping the board |
| Momentum | 100 | 24.1 | sum of the above |
Detail
| Topics | algorithmic-tradingalgotradingbacktestingbacktesting-enginebacktesting-trading-strategiesbinancecrypto-botcrypto-tradinghfthigh-frequency-tradinglimit-order-bookmarket-makermarket-makingorderbookorderbook-tick-dataquantitative-tradingtrading-algorithmstrading-simulatortrading-strategiestradingbot |
| Matched on | Finance (algorithmic-trading) |
| Short window | +28 stars over 7 days = 4.0/day |
| Long window | +174 stars over 26 days = 6.7/day |
| Lifetime average | 3.29 stars/day over 1,533 days |
| First seen here | 2026-10-11 |
| Last read | 2d ago |