Realistic market making backtester with tick-by-tick L2/L3 replay, FIFO queue simulation (iceberg detection + cancel inference), latency modeling, maker/taker execution, multi-asset support, realistic fill simulation and detailed adverse selection metrics. Built for strategy research, focusing on real queue dynamics and fill quality.
python rust hft quantitative-finance backtester fifo-queue microstructure orderbook backtesting market-making tick-by-tick-simulator adverse-selection latency-modeling
-
Updated
Jul 17, 2026 - Python