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  1. hftbacktest hftbacktest Public

    A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…

    Rust 2k 389

  2. collect-binancefutures collect-binancefutures Public

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

    Python 97 26