HftBacktest

https://docs.rs/crate/hftbacktest/latest
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A high-frequency trading and market-making backtesting framework in Rust that accounts for...
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### Install Development Version from Git

Source: https://docs.rs/crate/hftbacktest/latest/index

This snippet shows how to install the development version of the hftbacktest crate directly from its Git repository. This is useful for utilizing the latest features or contributing to the project, but be aware that breaking changes may occur.

```toml
hftbacktest = { git = "https://github.com/nkaz001/hftbacktest.git" }
```

--------------------------------

### Install hftbacktest Crate with Cargo

Source: https://docs.rs/crate/hftbacktest/latest/index

This snippet demonstrates how to add the hftbacktest crate as a dependency to your Rust project using Cargo. It assumes you are using the official cargo repository for the latest stable release.

```rust
cargo add hftbacktest
```

--------------------------------

### hftbacktest Cargo.toml Configuration

Source: https://docs.rs/crate/hftbacktest/latest/source/Cargo.toml

This snippet shows the Cargo.toml file for the hftbacktest crate, defining its package metadata, features, dependencies, and build configurations. It highlights optional dependencies for different features like backtesting, live trading, and S3 integration.

```toml
[package]
name = "hftbacktest"
version = "0.9.4"
edition = "2024"
authors = ["nkaz001 <nkaz001@protonmail.com>"]
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 = "1.91.1"

# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html

[features]
default = ["backtest", "live"]
backtest = ["zip", "uuid", "nom", "hftbacktest-derive"]
live = ["chrono", "tokio", "futures-util", "iceoryx2", "rand", "toml", "serde"]
s3 = ["aws-config", "aws-sdk-s3", "tokio"]

[dependencies]
tracing = "0.1.43"
anyhow = "1.0.100"
thiserror = "2.0.17"
dyn-clone = "1.0.20"
bincode = "2.0.1"
chrono = { version = "0.4.42", optional = true }
tokio = { version = "1.48.0", features = ["full"], optional = true }
zip = { version = "6.0.0", optional = true }utures-util = { version = "0.3.31", optional = true }
rand = { version = "0.9.2", optional = true }
uuid = { version = "1.19.0", features = ["v4"], optional = true }
nom = { version = "8", optional = true }
iceoryx2 = { version = "0.6.1", optional = true, features = ["logger_tracing"] }
serde = { version = "1.0.228", optional = true, features = ["derive"] }
toml = { version = "0.9.8", optional = true }
hftbacktest-derive = { path = "../hftbacktest-derive", optional = true, version = "0.2.0" }
aws-config = { version = "1.8.11", optional = true, features = ["behavior-version-latest"] }
aws-sdk-s3 = { version = "1.116.0", optional = true }

[target.'cfg(target_arch = "arm")'.dependencies]
aws-lc-rs = { version = "1", features = ["bindgen"] }

[dev-dependencies]
tracing-subscriber = { version = "0.3.22", features = [] }
clap = { version = "4.5.53", features = ["derive"] }

[package.metadata.docs.rs]
all-features = true
rustdoc-args = ["--cfg", "docsrs"]

```

--------------------------------

### Rust Build Log - hftbacktest 0.9.4

Source: https://docs.rs/crate/hftbacktest/latest/builds/2721477/x86_64-unknown-linux-gnu_json

This snippet shows the build log for the hftbacktest 0.9.4 crate. It includes the versions of rustc and docs.rs, the docker commands used for building, and the specific compilation errors encountered. The primary error is 'E0557: feature has been removed', indicating a compatibility issue with the rustc version.

```text
# rustc version
rustc 1.94.0-nightly (c61a3a44d 2025-12-09)# docs.rs version
docsrs 0.6.0 (b6b97409 2025-12-07 )# build log
[INFO] running `Command { std: "docker" "create" "-v" "/home/cratesfyi/workspace/builds/hftbacktest-0.9.4/target:/opt/rustwide/target:rw,Z" "-v" "/home/cratesfyi/workspace/builds/hftbacktest-0.9.4/source:/opt/rustwide/workdir:ro,Z" "-v" "/home/cratesfyi/workspace/cargo-home:/opt/rustwide/cargo-home:ro,Z" "-v" "/home/cratesfyi/workspace/rustup-home:/opt/rustwide/rustup-home:ro,Z" "-e" "SOURCE_DIR=/opt/rustwide/workdir" "-e" "CARGO_TARGET_DIR=/opt/rustwide/target" "-e" "DOCS_RS=1" "-e" "CARGO_HOME=/opt/rustwide/cargo-home" "-e" "RUSTUP_HOME=/opt/rustwide/rustup-home" "-w" "/opt/rustwide/workdir" "-m" "6442450944" "--cpus" "6" "--user" "1001:1001" "--network" "none" "ghcr.io/rust-lang/crates-build-env/linux@sha256:94a0c148923f5b2b52a63ef0eeb1882ad339ab61bce784c8077cbe41c61feb6c" "/opt/rustwide/cargo-home/bin/cargo" "+nightly" "rustdoc" "--lib" "-Zrustdoc-map" "--all-features" "--config" "build.rustdocflags=[\"--cfg\", \"docsrs\", \"--cfg\", \"docsrs\", \"-Z\", \"unstable-options\", \"--output-format\", \"json\", \"--static-root-path\", \"/-/rustdoc.static/\", \"--cap-lints\", \"warn\", \"--extern-html-root-takes-precedence\"]" "--offline" "-Zunstable-options" "--config=doc.extern-map.registries.crates-io=\"https://docs.rs/{pkg_name}/{version}/x86_64-unknown-linux-gnu\"" "-Zrustdoc-scrape-examples" "-j6" "--target" "x86_64-unknown-linux-gnu", kill_on_drop: false }
[INFO] [stdout] 8b65ba074f216ac25178ca6a546492afe888f3b8e549d515e03ada47a4045e2f
[INFO] [stderr] WARNING: Your kernel does not support swap limit capabilities or the cgroup is not mounted. Memory limited without swap.
[INFO] running `Command { std: "docker" "start" "-a" "8b65ba074f216ac25178ca6a546492afe888f3b8e549d515e03ada47a4045e2f", kill_on_drop: false }
[INFO] [stderr] warning: Rustdoc did not scrape the following examples because they require dev-dependencies: algo, custom_evhandling, gridtrading_backtest, gridtrading_backtest_args, gridtrading_live, gridtrading_live_bybit, live_order_error_handling, logging_order_latency
[INFO] [stderr]     If you want Rustdoc to scrape these examples, then add `doc-scrape-examples = true`
[INFO] [stderr]     to the [[example]] target configuration of at least one example.
[INFO] [stderr] warning: target filter specified, but no targets matched; this is a no-op
[INFO] [stderr]  Documenting hftbacktest v0.9.4 (/opt/rustwide/workdir)
[INFO] [stderr] error[E0557]: feature has been removed
[INFO] [stderr]   --> src/lib.rs:1:29
[INFO] [stderr]   | 
[INFO] [stderr] 1 | #![cfg_attr(docsrs, feature(doc_auto_cfg))]
[INFO] [stderr]   |                             ^^^^^^^^^^^^ feature has been removed
[INFO] [stderr]   | 
[INFO] [stderr]   = note: removed in 1.92.0; see <https://github.com/rust-lang/rust/pull/138907> for more information
[INFO] [stderr]   = note: merged into `doc_cfg`
[INFO] [stderr] 
[INFO] [stderr] error: Compilation failed, aborting rustdoc
[INFO] [stderr] 
[INFO] [stderr] For more information about this error, try `rustc --explain E0557`.
[INFO] [stderr] error: could not document `hftbacktest`
[INFO] running `Command { std: "docker" "inspect" "8b65ba074f216ac25178ca6a546492afe888f3b8e549d515e03ada47a4045e2f", kill_on_drop: false }
[INFO] running `Command { std: "docker" "rm" "-f" "8b65ba074f216ac25178ca6a546492afe888f3b8e549d515e03ada47a4045e2f", kill_on_drop: false }
[INFO] [stdout] 8b65ba074f216ac25178ca6a546492afe888f3b8e549d515e03ada47a4045e2f
```

--------------------------------

### Rust Build Log: Removed Feature Flag Error

Source: https://docs.rs/crate/hftbacktest/latest/builds/2721477

This snippet shows the relevant part of the build log indicating a compilation error in Rust. Specifically, it highlights the use of a feature flag `#![cfg_attr(docsrs, feature(doc_auto_cfg))]` which has been removed in Rust version 1.92.0, causing the documentation build to fail.

```rust
# rustc version
rustc 1.94.0-nightly (c61a3a44d 2025-12-09)# docs.rs version
docsrs 0.6.0 (b6b97409 2025-12-07 )# build log
[INFO] running `Command { std: "docker" "create" "-v" "/home/cratesfyi/workspace/builds/hftbacktest-0.9.4/target:/opt/rustwide/target:rw,Z" "-v" "/home/cratesfyi/workspace/builds/hftbacktest-0.9.4/source:/opt/rustwide/workdir:ro,Z" "-v" "/home/cratesfyi/workspace/cargo-home:/opt/rustwide/cargo-home:ro,Z" "-v" "/home/cratesfyi/workspace/rustup-home:/opt/rustwide/rustup-home:ro,Z" "-e" "SOURCE_DIR=/opt/rustwide/workdir" "-e" "CARGO_TARGET_DIR=/opt/rustwide/target" "-e" "DOCS_RS=1" "-e" "CARGO_HOME=/opt/rustwide/cargo-home" "-e" "RUSTUP_HOME=/opt/rustwide/rustup-home" "-w" "/opt/rustwide/workdir" "-m" "6442450944" "--cpus" "6" "--user" "1001:1001" "--network" "none" "ghcr.io/rust-lang/crates-build-env/linux@sha256:94a0c148923f5b2b52a63ef0eeb1882ad339ab61bce784c8077cbe41c61feb6c" "/opt/rustwide/cargo-home/bin/cargo" "+nightly" "rustdoc" "--lib" "-Zrustdoc-map" "--all-features" "--config" "build.rustdocflags=[\"--cfg\", \"docsrs\", \"--cfg\", \"docsrs\", \"-Z\", \"unstable-options\", \"--emit=invocation-specific\", \"--resource-suffix\", \"-20251209-1.94.0-nightly-c61a3a44d\", \"--static-root-path\", \"/-/rustdoc.static/\", \"--cap-lints\", \"warn\", \"--extern-html-root-takes-precedence\"]" "--offline" "-Zunstable-options" "--config=doc.extern-map.registries.crates-io=\"https://docs.rs/{pkg_name}/{version}/x86_64-unknown-linux-gnu\"" "-Zrustdoc-scrape-examples" "-j6" "--target" "x86_64-unknown-linux-gnu", kill_on_drop: false }
[INFO] [stderr] WARNING: Your kernel does not support swap limit capabilities or the cgroup is not mounted. Memory limited without swap.
[INFO] [stdout] 54e534dcabd3701c1591affb4a0f59c6121658950a25eb0c60cd8f123e639c35
[INFO] running `Command { std: "docker" "start" "-a" "54e534dcabd3701c1591affb4a0f59c6121658950a25eb0c60cd8f123e639c35", kill_on_drop: false }`
[INFO] [stderr] warning: Rustdoc did not scrape the following examples because they require dev-dependencies: algo, custom_evhandling, gridtrading_backtest, gridtrading_backtest_args, gridtrading_live, gridtrading_live_bybit, live_order_error_handling, logging_order_latency
[INFO] [stderr]     If you want Rustdoc to scrape these examples, then add `doc-scrape-examples = true`
[INFO] [stderr]     to the [[example]] target configuration of at least one example.
[INFO] [stderr] warning: target filter specified, but no targets matched; this is a no-op
[INFO] [stderr]  Documenting hftbacktest v0.9.4 (/opt/rustwide/workdir)
[INFO] [stderr] error[E0557]: feature has been removed
[INFO] [stderr]  --> src/lib.rs:1:29
[INFO] [stderr]   |
[INFO] [stderr] 1 | #![cfg_attr(docsrs, feature(doc_auto_cfg))]
[INFO] [stderr]   |                             ^^^^^^^^^^^^ feature has been removed
[INFO] [stderr]   |
[INFO] [stderr]   = note: removed in 1.92.0; see <https://github.com/rust-lang/rust/pull/138907> for more information
[INFO] [stderr]   = note: merged into `doc_cfg`
[INFO] [stderr] 
[INFO] [stderr] error: Compilation failed, aborting rustdoc
[INFO] [stderr] 
[INFO] [stderr] For more information about this error, try `rustc --explain E0557`.
[INFO] [stderr] error: could not document `hftbacktest`
[INFO] running `Command { std: "docker" "inspect" "54e534dcabd3701c1591affb4a0f59c6121658950a25eb0c60cd8f123e639c35", kill_on_drop: false }`
[INFO] running `Command { std: "docker" "rm" "-f" "54e534dcabd3701c1591affb4a0f59c6121658950a25eb0c60cd8f123e639c35", kill_on_drop: false }`
[INFO] [stdout] 54e534dcabd3701c1591affb4a0f59c6121658950a25eb0c60cd8f123e639c35

```
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