MathisWellmann / trade_aggregation-rsLinks
Aggregate trade data into user-defined candles using information driven rules
☆97Updated last week
Alternatives and similar repositories for trade_aggregation-rs
Users that are interested in trade_aggregation-rs are comparing it to the libraries listed below
Sorting:
- Leveraged Futures Exchange for Simulated Trading☆68Updated last week
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆59Updated last month
- Backtesting engine written in Rust☆75Updated 4 months ago
- A native desktop charting platform for crypto markets with intuitive orderflow visualizations☆60Updated this week
- trading strategy construction, visualization and backtesting tool☆64Updated 2 years ago
- Lightweight algo trading framework☆32Updated 2 years ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆57Updated 3 months ago
- Deribit API V2 WS client for Rust.☆46Updated last year
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆50Updated this week
- A rock-solid cryptocurrency crawler library.☆245Updated 2 years ago
- Async client for the Binance APIs☆208Updated last month
- Stock Exchange Engine written in Rust☆27Updated 3 years ago
- A fast in-memory limit order book (LOB).☆152Updated 2 years ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆234Updated 3 years ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆75Updated 2 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆78Updated 3 years ago
- TradingView data source library for Algorithmic Trading written in Rust☆49Updated this week
- Trading with ML on binance microstructure market data☆14Updated last year
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆40Updated last year
- Limit order book written in Rust☆74Updated 6 years ago
- Bitfinex trading api☆58Updated 2 years ago
- TA-lib bindings for Rust☆75Updated last year
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆173Updated 8 months ago
- Rust version of ccxt☆35Updated 2 years ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆162Updated 4 years ago
- A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.☆302Updated 2 years ago
- Rust KuCoin Cryptocurrency Exchange v2 API Wrapper/SDK☆34Updated last year
- Transpilation of the popular ccxt library into Rust☆48Updated last year
- Limit Order book and matching engine in Rust.☆49Updated 3 years ago
- An abstraction layer for exchanges☆39Updated 11 months ago