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nkaz001 · Nov 14, 2023 · 599a4e0 · 599a4e0
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diff --git a/docs/images/probqueuemodel.png b/docs/images/probqueuemodel.png
diff --git a/docs/images/probqueuemodel2.png b/docs/images/probqueuemodel2.png
diff --git a/docs/images/probqueuemodel3.png b/docs/images/probqueuemodel3.png
diff --git a/docs/images/probqueuemodel_log.png b/docs/images/probqueuemodel_log.png
diff --git a/docs/index.rst b/docs/index.rst
@@ -175,6 +175,7 @@ You can find more examples in `examples <https://github.com/nkaz001/hftbacktest/
    tutorials/Impact of Order Latency
    tutorials/GLFT Market Making Model and Grid Trading
    tutorials/Making Multiple Markets
+   tutorials/Probability Queue Models
    tutorials/examples
 
 .. toctree::

diff --git a/docs/order_fill.rst b/docs/order_fill.rst
@@ -151,14 +151,35 @@ The order queue position will be advanced only if a trade happens at the price.
 
 ProbQueueModel
 --------------
-Based on a probability model according to your current queue position, the decrease in quantity happens at both the head
-and tail of the queue.
+Based on a probability model according to your current queue position, the decrease in quantity happens at both before
+and after the queue position.
 So your queue position is also advanced according to the probability.
 This model is implemented as described in
 
 * https://quant.stackexchange.com/questions/3782/how-do-we-estimate-position-of-our-order-in-order-book
 * https://rigtorp.se/2013/06/08/estimating-order-queue-position.html
 
+By default, three variations are provided. These three models have different probability profiles.
+
+.. image:: images/probqueuemodel.png
+
+The function f = log(1 + x) exhibits a different probability profile depending on the total quantity at the price level,
+unlike power functions.
+
+.. image:: images/probqueuemodel_log.png
+
+.. image:: images/probqueuemodel2.png
+.. image:: images/probqueuemodel3.png
+
+When you set the function f, it should be as follows.
+
+* The probability at 0 should be 0 because if the order is at the head of the queue, all decreases should happen after
+the order.
+* The probability at 1 should be 1 because if the order is at the tail of the queue, all decreases should happen before
+the order.
+
+You can see the comparison of the models :doc:`here <tutorials/Probability Queue Models>`.
+
 LogProbQueueModel
 ~~~~~~~~~~~~~~~~~
 
@@ -254,6 +275,29 @@ LogProbQueueModel2
         asset_type=Linear
     )
 
+ProbQueueModel3
+---------------
+This model is a variation of the `ProbQueueModel`_ that changes the probability calculation to
+1 - f(front / (front + back)) from f(back) / (f(front) + f(back)).
+
+PowerProbQueueModel3
+~~~~~~~~~~~~~~~~~~~~
+
+..  code-block:: python
+
+    from hftbacktest import PowerProbQueueModel3
+
+    hbt = HftBacktest(
+        data,
+        tick_size=0.01,
+        lot_size=0.001,
+        maker_fee=-0.00005,
+        taker_fee=0.0007,
+        order_latency=IntpOrderLatency(latency_data),
+        queue_model=PowerProbQueueModel3(3)
+        asset_type=Linear
+    )
+
 Implement a custom probability queue position model
 ---------------------------------------------------
 

diff --git a/docs/reference/data_utilities.rst b/docs/reference/data_utilities.rst
@@ -7,5 +7,7 @@ Data Utilities
    :maxdepth: 4
 
    hftbacktest.data.utils.binancefutures
+   hftbacktest.data.utils.binancehistmktdata
    hftbacktest.data.utils.snapshot
    hftbacktest.data.utils.tardis
+   hftbacktest.data.utils.difforderbooksnapshot
diff --git a/docs/reference/hftbacktest.data.utils.binancehistmktdata.rst b/docs/reference/hftbacktest.data.utils.binancehistmktdata.rst
@@ -0,0 +1,7 @@
+hftbacktest.data.utils.binancehistmktdata module
+================================================
+
+.. automodule:: hftbacktest.data.utils.binancehistmktdata
+   :members:
+   :undoc-members:
+   :show-inheritance:
diff --git a/docs/reference/hftbacktest.data.utils.difforderbooksnapshot.rst b/docs/reference/hftbacktest.data.utils.difforderbooksnapshot.rst
@@ -0,0 +1,7 @@
+hftbacktest.data.utils.difforderbooksnapshot module
+===================================================
+
+.. automodule:: hftbacktest.data.utils.difforderbooksnapshot
+   :members:
+   :undoc-members:
+   :show-inheritance:
diff --git a/docs/reference/queue_models.rst b/docs/reference/queue_models.rst
@@ -28,5 +28,13 @@ Queue Models
     :show-inheritance:
 
 .. autoclass:: hftbacktest.models.queue.LogProbQueueModel2
+    :members:
+    :show-inheritance:
+
+.. autoclass:: hftbacktest.models.queue.ProbQueueModel3
+    :members:
+    :show-inheritance:
+
+.. autoclass:: hftbacktest.models.queue.PowerProbQueueModel3
     :members:
     :show-inheritance: