Can hftbacktest be used for backtesting perpetual contracts? And does it support two-way positions?

[731315163]

Can hftbacktest be used for backtesting perpetual contracts? And does it support two-way positions?
How should I match short-selling orders?

[nkaz001]

There is no issue with backtesting perpetual contracts. Most examples are based on Binance perpetual futures. But, be aware that funding fees are not considered. Additionally, hftbacktest does not support two-way positions; it uses net position logic. For example, if you long 5 contracts and short 4 contracts, the resulting position will be a net long of 1 contract. You can compute the position manually based on orders with FILLED status and exec_qty. See this example for how to get the order information.