Paul-Folbrecht / algo-tradingLinks
☆46Updated 8 months ago
Alternatives and similar repositories for algo-trading
Users that are interested in algo-trading are comparing it to the libraries listed below
Sorting:
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆90Updated this week
- A trading (matching) engine implementation in Rust.☆45Updated 2 years ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆164Updated 4 years ago
- Backtesting engine written in Rust☆74Updated 5 months ago
- Building Stock Market Engine from scratch in Rust☆50Updated last year
- Aggregate trade data into user-defined candles using information driven rules☆102Updated last month
- The official Rust client library for Databento☆64Updated this week
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆240Updated 3 years ago
- RustyQlib: A quant library for derivative pricing and quantitative finance☆18Updated 5 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆63Updated 2 years ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆42Updated last year
- A native desktop charting platform for crypto markets with intuitive orderflow visualizations☆97Updated this week
- Leveraged Futures Exchange for Simulated Trading☆71Updated 2 weeks ago
- A fast in-memory limit order book (LOB).☆157Updated 2 years ago
- trading strategy construction, visualization and backtesting tool☆65Updated 2 years ago
- Limit Order book and matching engine in Rust.☆51Updated 3 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆176Updated 9 months ago
- An implementation of the Interactive Brokers API for Rust☆180Updated this week
- Lightweight algo trading framework☆32Updated 2 years ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆73Updated 2 years ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆60Updated 5 months ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆76Updated 2 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆79Updated 3 years ago
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆118Updated last week
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆64Updated last week
- Port of Interactive Broker's trading API written in Rust☆167Updated last year
- Stock Exchange Engine written in Rust☆27Updated 3 years ago
- Trading with ML on binance microstructure market data☆13Updated last year
- Implementation of a orderbook data structure for LOB research capabilities.☆149Updated last year
- Rust API connector for Bybit's WebSockets APIs.☆37Updated last year