mirkovicdev/HFTENGINE
Replay console for hftbacktest market-making backtests: order book, queue position of every resting order, feed and order latency, fills and the raw feed from the collector, on real recorded Binance Futures data. Rust runner on the hftbacktest crate, text-mode dashboard. A backtester, not a trading bot.
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From the publisher
README & documentation
Source previewRead the project’s overview, installation instructions and usage examples. The original README is the source of truth.
A replay console for hftbacktest market-making backtests. It runs one of hftbacktest's own tutorial strategies against real recorded Binance USDT-M Futures order-book data and shows what the engine sees and decides, frame by frame: the local order book, every resting order with its exchange-side queue estimate, feed and order latencies, market trades, executions, the raw feed the collector recorded, and the engine's own run statistics. This repository is a backtester and a replay screen. Nothing in it places orders. What the backtest leaves out, in numbers from the BTCUSDT session recorded here (25 minutes, 0.002 BTC orders): tutorials state. A regular Binance USDT-M account pays a 0.02% maker fee. The spread was one tick 99.7% of the time; one tick is 0.013 bps of price, so the retail fee is 154 ticks per fill and the rebate is 38 ticks the other way. The session traded about $413k of notional:…
Read the full README ↗ · Preview checked 2026-10-29T07:40:52.767Z
Inside the original README — Document outline
- hftengine
- Before you think about trading this
- What is real and what is modelled
- Get the code
- Setup (Windows, done once)
- Record your own data
- Build a session and replay it
- Dashboard
- Fonts
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What this repository does
Replay console for hftbacktest market-making backtests: order book, queue position of every resting order, feed and order latency, fills and the raw feed from the collector, on real recorded Binance Futures data. Rust runner on the hftbacktest crate, text-mode dashboard. A backtester, not a trading bot.
Repository facts
- Owner
- mirkovicdev
- Primary language
- TypeScript
- Stars
- 237
- Forks
- 22
- Open issues + pull requests
- 0
- License
- Other
- Archived
- No
- Default branch
- main
- Created
- 2026-09-16T17:49:06.000Z
- Last push
- 2026-09-17T12:47:25.000Z
Topics and intended use
Owner-supplied topics: backtesting, binance, hft, hftbacktest, latency, market-making, order-book, quantitative-finance, queue-position, rust
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Source and freshness
Source: GitHub. Metadata observed 2026-09-22T12:02:26.135Z. Daily imports are snapshots, not real-time monitoring.
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