MathisWellmann / trade_aggregation-rsLinks
Aggregate trade data into user-defined candles using information driven rules
☆101Updated 3 weeks ago
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☆69Updated 3 weeks ago
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆61Updated last week
- Backtesting engine written in Rust☆75Updated 4 months ago
- A native desktop charting platform for crypto markets with intuitive orderflow visualizations☆70Updated this week
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆78Updated 3 weeks ago
- trading strategy construction, visualization and backtesting tool☆65Updated 2 years ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆238Updated 3 years ago
- Async client for the Binance APIs☆207Updated last week
- A fast in-memory limit order book (LOB).☆154Updated 2 years ago
- TradingView data source library for Algorithmic Trading written in Rust☆50Updated last week
- Lightweight algo trading framework☆32Updated 2 years ago
- A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.☆303Updated 3 years ago
- A rock-solid cryptocurrency crawler library.☆245Updated 2 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
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆58Updated 4 months ago
- Deribit API V2 WS client for Rust.☆46Updated last year
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆163Updated 4 years ago
- An abstraction layer for exchanges☆40Updated last year
- Trading with ML on binance microstructure market data☆13Updated last year
- Stock Exchange Engine written in Rust☆27Updated 3 years ago
- Transpilation of the popular ccxt library into Rust☆48Updated last year
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆79Updated 3 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆175Updated 8 months ago
- TA-lib bindings for Rust☆76Updated last year
- Bitfinex trading api☆58Updated 2 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆63Updated 2 years ago
- event-driven trading and backtesting engine☆20Updated 8 months ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆73Updated 2 years ago
- Rust for black scholes☆24Updated last year
- Rust API connector for Bybit's WebSockets APIs.☆37Updated last year