Framework that allows you to replay the exchange trading history for a single ticker and test your trading strategies
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Updated
Nov 1, 2021 - Rust
Framework that allows you to replay the exchange trading history for a single ticker and test your trading strategies
A highly customizable framework designed for parallel tuning of trading algorithms by reproducing and simulating the trading history of exchanges and the behaviour of brokers.
A high-performance WebSocket integration library for streaming public market data. Used as a key dependency of the `barter-rs` project.
Open-source Rust framework for building event-driven live-trading & backtesting systems
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, with real-world crypto market-making examples for Binance Futures
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