Skip to content

Commit

Permalink
docs: update the docs.
Browse files Browse the repository at this point in the history
  • Loading branch information
nkaz001 committed Sep 2, 2024
1 parent 15e9ad7 commit 90b4e0d
Show file tree
Hide file tree
Showing 4 changed files with 5 additions and 5 deletions.
2 changes: 1 addition & 1 deletion README.rst
Original file line number Diff line number Diff line change
Expand Up @@ -17,7 +17,7 @@ support the following features.

* Working in `Numba <https://numba.pydata.org/>`_ JIT function (Python).
* Complete tick-by-tick simulation with a customizable time interval or based on the feed and order receipt.
* Full order book reconstruction based on L2 Market-By-Price and L3 Market-By-Order (Rust-only, WIP) feeds.
* Full order book reconstruction based on L2 Market-By-Price and L3 Market-By-Order feeds.
* Backtest accounting for both feed and order latency, using provided models or your own custom model.
* Order fill simulation that takes into account the order queue position, using provided models or your own custom model.
* Backtesting of multi-asset and multi-exchange models
Expand Down
4 changes: 2 additions & 2 deletions ROADMAP.md
Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,7 @@ Currently, the Rust implementation is being more actively developed especially f
## Rust

### Backtesting
* [X] Level 3 Market-By-Order backtesting. ``feature: unstable_l3``
* [X] Level 3 Market-By-Order backtesting.
* [X] Data fusion to provide the most frequent and granular data using different streams with different update frequencies and market depth ranges. ``feature: unstable_fuse``
* [X] Adjust feed and order latency for exchanges located in different regions if the original feed and order latency data was collected at a different site.
* [ ] Additional queue position model or exchange model.
Expand All @@ -22,7 +22,7 @@ Currently, the Rust implementation is being more actively developed especially f

### Live
* [ ] Support Level 3 Market-By-Order for Live Bot.
* [ ] Support external connectors through IPC for multiple bots via a unified connection.
* [X] Support external connectors through IPC for multiple bots via a unified connection. (WIP: ``branch: ipc (PR-129)``)
[<img src="https://raw.githubusercontent.com/nkaz001/hftbacktest/master/docs/images/arch.png">](https://github.com/nkaz001/hftbacktest/tree/master/docs/images/arch.png?raw=true)
* https://github.com/eclipse-iceoryx/iceoryx2

Expand Down
2 changes: 1 addition & 1 deletion docs/index.rst
Original file line number Diff line number Diff line change
Expand Up @@ -20,7 +20,7 @@ support the following features.

* Working in `Numba <https://numba.pydata.org/>`_ JIT function (Python).
* Complete tick-by-tick simulation with a customizable time interval or based on the feed and order receipt.
* Full order book reconstruction based on L2 Market-By-Price and L3 Market-By-Order (Rust-only, WIP) feeds.
* Full order book reconstruction based on L2 Market-By-Price and L3 Market-By-Order feeds.
* Backtest accounting for both feed and order latency, using provided models or your own custom model.
* Order fill simulation that takes into account the order queue position, using provided models or your own custom model.
* Backtesting of multi-asset and multi-exchange models
Expand Down
2 changes: 1 addition & 1 deletion hftbacktest/README.md
Original file line number Diff line number Diff line change
Expand Up @@ -15,7 +15,7 @@ feed data. You can also run the live bot using the same algo code.
## Key Features

* Complete tick-by-tick simulation with a customizable time interval or based on the feed and order receipt.
* Full order book reconstruction based on L2 Market-By-Price and L3 Market-By-Order (WIP) feeds.
* Full order book reconstruction based on L2 Market-By-Price and L3 Market-By-Order feeds.
* Backtest accounting for both feed and order latency, using provided models or your own custom model.
* Order fill simulation that takes into account the order queue position, using provided models or your own custom model.
* Backtesting of multi-asset and multi-exchange models
Expand Down

0 comments on commit 90b4e0d

Please sign in to comment.