Fifthrow / rust-kdb
High performance Rust API for KDB+
☆13Updated 3 years ago
Related projects: ⓘ
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆39Updated 3 months ago
- Generate various time series, some randomly sampled, in pure rust.☆14Updated last year
- A Rust/WASM library to parse FIX messages without a dictionary☆22Updated 3 years ago
- Option pricing using fang oosterlee algorithm☆16Updated 3 years ago
- Digital Signal Processing Indicators For Market Data.☆28Updated 4 years ago
- Dual q/kdb+ interface for API to build a shared library and an IPC client.☆20Updated 2 months ago
- NASDAQ ITCH parser in Rust☆45Updated last year
- Aggregate trade data into user-defined candles using information driven rules☆68Updated last week
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆63Updated last year
- NOTE: Barter-Execution migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance and normalised trad…☆27Updated 2 months ago
- OrderBook implementation in rust☆26Updated 4 years ago
- Limit order book written in Rust☆71Updated 5 years ago
- A position (finance) definition that has some good algebraic properties.☆13Updated last year
- A fast price-time-quantity limit order book (LOB) matching engine written in Rust☆12Updated 3 weeks ago
- Simple limit order book and matching engine.☆29Updated 2 years ago
- kdb+ integration with Apache Arrow and Parquet☆27Updated 3 months ago
- Limit Orderbook Replay/Analysis Library☆9Updated 5 years ago
- Limit Order book and matching engine in Rust.☆42Updated 2 years ago
- A fast in-memory limit order book (LOB).☆125Updated last year
- Deribit API V2 WS client for Rust.☆45Updated 2 months ago
- Rust for black scholes☆22Updated 3 months ago
- Simple Smart Order Router for crypto market☆24Updated 3 months ago
- Leveraged Futures Exchange for Simulated Trading☆55Updated 3 weeks ago
- Studio for kdb+ / Rapid execution environment for q☆18Updated last month
- Trade engine written in rust (eg: bitcoin or any other currency/cryptocurrency)☆32Updated 3 years ago
- Rust library targeting finance/quant-related use cases.☆18Updated 5 years ago
- ☆14Updated this week
- Python library for high frequency market data processing.☆16Updated last year
- Quantitative Trading Library☆27Updated 8 years ago