Tool Open source

HFTENGINE

HFTENGINE is a replay console and backtesting application for market-making strategies using the hftbacktest crate. It runs tutorial strategies against recorded Binance USDT-M Futures order-book and trade data, replaying the local order book, resting orders and estimated queue positions, feed and order latency, market trades, executions, raw collector feed, and runner statistics frame by frame. Its Rust runner records the replay and its Vite/TypeScript dashboard presents the session in a text-mode interface.

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Overview

The project models post-only limit-order fills with hftbacktest's queue and exchange models; queue position is estimated from level-2 data, and order latency is derived from recorded feed latency rather than measured live. It includes tools to collect public Binance websocket data, convert recordings into sessions, run the backtest, and inspect replay moments. HFTENGINE is explicitly a backtester and replay screen: it does not place orders, compute or display P&L, or configure live trading.

What HFTENGINE is used for

1 use taken from transcripts — each links to the moment in the video.

  • Replays market-making backtests frame by frame against recorded Binance futures data, showing order books, positions, latency, and simulated fills without placing real orders.

Videos mentioning HFTENGINE

1 in the library.