High-frequency trading HFT strategies demand precise and efficient backtesting to evaluate their performance before deployment. This article delves into a robust backtesting framework specifically designed for HFT and market-making strategies. The framework's key strength lies in its ability to accurately account for both feed and order latencies, as well as the order queue position for order fill simulation. By leveraging full order book and trade tick feed data, this framework offers more realistic market replay-based backtesting.