Fifthrow / rust-kdb
High performance Rust API for KDB+
☆13Updated 3 years ago
Alternatives and similar repositories for rust-kdb:
Users that are interested in rust-kdb are comparing it to the libraries listed below
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆54Updated 3 weeks ago
- Limit order book written in Rust☆72Updated 5 years ago
- Generate various time series, some randomly sampled, in pure rust.☆16Updated last month
- Option pricing using fang oosterlee algorithm☆17Updated 3 years ago
- Limit Order book and matching engine in Rust.☆47Updated 3 years ago
- Benchmarks to measure the cost of sleeping☆31Updated last year
- NOTE: Barter-Execution migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance and normalised trad…☆27Updated 8 months ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆64Updated 10 years ago
- A Rust/WASM library to parse FIX messages without a dictionary☆22Updated 3 years ago
- Limit Orderbook Replay/Analysis Library☆9Updated 6 years ago
- A position (finance) definition that has some good algebraic properties.☆14Updated 2 years ago
- Factor Expression + Historical Data = Factor Values☆29Updated last year
- Lightweight algo trading framework☆32Updated 2 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆36Updated 6 years ago
- OrderBook implementation in rust☆26Updated 4 years ago
- A fast in-memory limit order book (LOB).☆150Updated 2 years ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆70Updated last year
- Stock Exchange Engine written in Rust☆26Updated 3 years ago
- Digital Signal Processing Indicators For Market Data.☆31Updated 5 years ago
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆27Updated last year
- Deribit API V2 WS client for Rust.☆45Updated 9 months ago
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆19Updated last month
- Simple Smart Order Router for crypto market☆26Updated 10 months ago
- NASDAQ ITCH parser in Rust☆47Updated 3 months ago
- Market making strategy example☆25Updated 4 years ago
- Backtesting engine written in Rust☆71Updated last month
- Cross-platform desktop app visualizing basic orderflow in crypto markets☆45Updated this week
- Aggregate trade data into user-defined candles using information driven rules☆87Updated 2 months ago
- A parallel runtime for layer 1 blockchains☆14Updated 5 years ago
- Quantitative Trading Library☆28Updated 8 years ago