wickra-impact is a Python package for backtesting trading strategies against real historical level-2 order-book data. It simulates agent-based fills to estimate market impact, execution quality, and slippage for quantitative trading research.
wickra-impact is a Trading bots, indicators & backtesting project. It focuses on measuring realistic market impact and slippage when backtesting trading strategies. It is built as an open-source project for quantitative traders and algorithm developers. wickra-impact is open source under the Apache-2.0 license. wickra-impact is available on the command line, and it can be self-hosted.
Behind wickra-impact is wickra-lib, and it first shipped in 2026. The project is developed in the open on GitHub with 60 commits in the last 90 days. Among its 5 catalogued features are Historical L2 data, agent-based fills, and market impact measurement.
Summary written by a language model from the project’s public pages.
What PulseGate has recorded for this listing
Same category — not a similarity match