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  1. hftbacktest hftbacktest Public

    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.

    Rust 1.1k 263

  2. collect-binancefutures collect-binancefutures Public

    Collect BinanceFutures's trade and orderbook(depth) feeds.

    Python 74 24