NKnkaz001·Jun 21, 2024Submission
Show HN: High-frequency trading and market-making backtesting tool with examples
148 points · Open discussionnkaz001
hftbacktest
Rust2023–2024
nkaz001 / hftbacktest
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
2Distinct people
3Mentions
0Explicit recommenders
5.1KGitHub stars
What to know before exploring
What it is
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
GitHub
Where it is used
No documented product use has been verified yet.
What people are saying
No recommendation phrase was found in the indexed comments.
No classified warning is attached to this page. Read the discussions before treating silence as approval.
Also in these discussions
No other repository is repeatedly linked in the same discussions.
This week on Hacker News
Nov 7–Nov 14 UTC · Direct repository links and separately labeled related project stories. Indexed through 11/14/2026, 3:56:07 PM UTC.
No direct repository links were found in the indexed HN discussions over the past seven days. Older discussions are available below.
Mentions over time
HN mentions by month3 dated mentions
Observed mentions: 2023-10-30 14:48:42 UTC to 2024-06-21 16:30:17 UTC.
Counts come from the repository’s dated source evidence. Index cutoff: 2026-11-02 08:16:59 UTC.
View mention counts and date ranges
| Period | Start (UTC) | End (exclusive, UTC) | Mentions | Submissions | Comments |
|---|---|---|---|---|---|
| Oct 2023 | 2023-10-01 00:00:00 UTC | 2023-11-01 00:00:00 UTC | 1 | 1 | 0 |
| Nov 2023 | 2023-11-01 00:00:00 UTC | 2023-12-01 00:00:00 UTC | 0 | 0 | 0 |
| Dec 2023 | 2023-12-01 00:00:00 UTC | 2024-01-01 00:00:00 UTC | 0 | 0 | 0 |
| Jan 2024 | 2024-01-01 00:00:00 UTC | 2024-02-01 00:00:00 UTC | 1 | 1 | 0 |
| Feb 2024 | 2024-02-01 00:00:00 UTC | 2024-03-01 00:00:00 UTC | 0 | 0 | 0 |
| Mar 2024 | 2024-03-01 00:00:00 UTC | 2024-04-01 00:00:00 UTC | 0 | 0 | 0 |
| Apr 2024 | 2024-04-01 00:00:00 UTC | 2024-05-01 00:00:00 UTC | 0 | 0 | 0 |
| May 2024 | 2024-05-01 00:00:00 UTC | 2024-06-01 00:00:00 UTC | 0 | 0 | 0 |
| Jun 2024 | 2024-06-01 00:00:00 UTC | 2024-07-01 00:00:00 UTC | 1 | 1 | 0 |
What Hacker News says
3 sourcesHftbacktest: A high-frequency trading and market-making backtesting tool
2 points · Open discussionShow HN: Open-Sourcing High-Frequency Trading and Market-Making Backtesting Tool
I know that numerous backtesting tools exist. But most of them do not offer comprehensive tick-by-tick backtesting, taking latencies and order queue positions into account. Consequently, I developed a new backtesting tool that concentrates on thorough tick-by-tick backtesting while incorporating latencies, order queue positions, and complete order book reconstruction.
Key features:
- Working in Numba JIT function.
- Complete tick-by-tick simulation with a variable time interval.
- Full order book reconstruction based on L2 feeds(Market-By-Price).
- Backtest accounting for both feed and order latency, using provided models or your own custom model.
- Order fill simulation that takes into account the order queue position, using provided models or your own custom model.
Additional features are planned for implementation, including multi-asse
Read the rest
t backtesting and Level 3 order book functionality.
Full document: https://hftbacktest.readthedocs.io/en/latest/