awesome-systematic-trading
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add hftbacktest and lakeapi
Hi, I propose adding hftbacktest and lake-api:
- hftbacktest is great backtesting tool working on order book data with good precision and performance (thanks to numba jit compilation)
- lake-api is API for downloading high-frequency order book and trade cryptocurrency data. it's probably the most accessible way to get historical order book data. (disclosure: i am its author)