queuetruth
Copyright 2026 Sarp Tandoven. Licensed under the Apache License, Version 2.0.

This product contains logic ported from hftbacktest (https://github.com/nkaz001/hftbacktest,
commit 5f3ec40b2afb764e0fea112f941ed85523ef4e88), Copyright (c) 2022 nkaz001@protonmail.com, licensed under the MIT License
(see third_party/licenses/hftbacktest-MIT.txt).

NautilusTrader (LGPL-3.0) queue-position and fill-model behaviours are re-implemented from public
documentation; no NautilusTrader source code is included.

Databento's queue-position tutorial estimator is re-implemented from its documented behaviour.

Files containing the hftbacktest port: crates/zoo/src/models.rs, crates/zoo/src/prob.rs, crates/zoo/src/view.rs,
crates/zoo/src/l3.rs and crates/zoo/src/pair.rs (queue models, probability functions, market-depth bookkeeping, L3
FIFO model and the exchange fill rules of the faithful mode), and the test transliteration
python/tests/reference/hbt_ref.py. tests/fixtures/zoo/hbt_real/ holds outputs recorded by running hftbacktest at the
same commit and its 2.4.4 release; no hftbacktest source is included there.

The compiled extension (queuetruth._core) and the standalone binary (queuetruth-core) statically link third-party
Rust crates under their own licences (MIT, Apache-2.0, BSD and others). Their licence texts and notices are
reproduced in third_party/licenses/rust-crates.txt.

Code ported from an earlier private prototype by the same author is the author's own work and is relicensed here
under the Apache License, Version 2.0.

The reference values in tests/fixtures/reference/gray_cmprsk.json were computed with the R package cmprsk (GPL-2 or
later), which is used only to generate that file and is not distributed with this product. Gray's test is
implemented from Gray (1988), Annals of Statistics 16:1141.

This product contains no market data. Test fixtures are synthetic or generated by the project's own code.
