hftbacktest/rust at master · nkaz001/hftbacktest

This Rust framework is designed for developing and running high-frequency trading and market-making strategies, accounting for feed and order latencies as well as order queue positions. It offers tick-by-tick simulation, full order book reconstruction, and multi-asset/multi-exchange model backtesting. You can also deploy a live trading bot with the same algorithm code. Note that the project is in its initial stages and subject to breaking changes.