[package] name = "hftbacktest" version = "0.4.0" edition = "2021" authors = ["nkaz001 "] license = "MIT" documentation = "https://docs.rs/hftbacktest/" repository = "https://github.com/nkaz001/hftbacktest/" readme = "README.md" description = "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." keywords = [ "quantitative", "trading", "backtesting", "cryptocurrency", "hft" ] categories = ["finance", "mathematics", "science", "algorithms", "simulation"] rust-version = "1.80.1" # See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html [features] default = ["backtest", "live", "binancefutures", "bybit"] backtest = ["zip", "uuid", "nom", "hftbacktest-derive"] live = ["chrono", "tokio", "futures-util"] use_reqwest = ["reqwest"] binancefutures = ["serde", "serde_json", "tokio-tungstenite", "use_reqwest", "sha2", "hmac", "rand"] bybit = ["serde", "serde_json", "tokio-tungstenite", "use_reqwest", "sha2", "hmac", "rand"] unstable_fuse = [] [dependencies] tracing = "0.1.40" anyhow = "1.0.79" thiserror = "1.0.57" dyn-clone = "1.0.17" bincode = "2.0.0-rc.3" chrono = { version = "0.4.33", optional = true } serde = { version = "1.0.196", features = ["derive"], optional = true } serde_json = { version = "1.0.113", optional = true } tokio = { version = "1.35.1", features = ["full"], optional = true } tokio-tungstenite = { version = "0.23.1", features = ["rustls-tls-native-roots"], optional = true } reqwest = { version = "0.12.3", default-features = false, features = ["json", "rustls-tls-native-roots"], optional = true } zip = { version = "2.1.3", optional = true } futures-util = { version = "0.3.30", optional = true } sha2 = { version = "0.11.0-pre.3", optional = true } hmac = { version = "0.13.0-pre.3", optional = true } rand = { version = "0.8.5", optional = true } uuid = { version = "1.8.0", features = ["v4"], optional = true } nom = { version = "7.1.3", optional = true } hftbacktest-derive = { path = "../hftbacktest-derive", optional = true, version = "0.2.0" } [dev-dependencies] tracing-subscriber = { version = "0.3.18", features = [] } clap = { version = "4.5.4", features = ["derive"] } [package.metadata.docs.rs] all-features = true rustdoc-args = ["--cfg", "docsrs"]