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hftbacktest
High-frequency trading and market-making backtesting in Rust and Python
What it is
A backtesting framework for developing high-frequency trading and market-making strategies that replays markets using full order book and trade tick data. It simulates feed and order latencies and models order queue position for fill simulation, supports multi-asset and multi-exchange backtests, and can deploy a live trading bot using the same algorithm code, currently for Binance Futures and Bybit. Quant developers who need accurate market-replay-based backtesting rather than simplified approximations are the main audience. Live-bot deployment is currently Rust-only, and realistic tick-level simulation requires full historical tick data and demands considerable computation time, so fully accurate backtesting is not always practical.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Backtesting, Strategy research |
| Markets | Crypto, Multi-market |
| Stack | Python |
| Learning curve | Steep learning curve |
| Practical value | High practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +209 over the period, now 4,875. Gaps mean no snapshot was taken that day.
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
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