TechieBoy / rust-orderbookLinks
Limit Order book and matching engine in Rust.
☆51Updated 3 years ago
Alternatives and similar repositories for rust-orderbook
Users that are interested in rust-orderbook are comparing it to the libraries listed below
Sorting:
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆30Updated last year
- ☆22Updated 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
- Lil Rust project to help compare network latencies between tuned and non-tuned servers☆28Updated last year
- An assortment of ring buffer designs for eductional and research purposes☆65Updated 3 months ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆18Updated 11 months 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
- Track which HTTP protocols are being used by exchanges' servers☆16Updated last year
- A fast in-memory limit order book (LOB).☆155Updated 2 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆26Updated 9 months ago
- Collection of tidbits for HFT server config.☆50Updated 3 years ago
- A command line tool based on the crypto-crawler library.☆73Updated 2 years 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
- Limit order book written in Rust☆74Updated 6 years ago
- Orderflow trading bot based on BSI☆19Updated last year
- Rust API connector for Bybit's WebSockets APIs.☆37Updated last year
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆63Updated 2 years ago
- Lightweight algo trading framework☆32Updated 2 years ago
- Framework for building low latency clients on top of TCP.☆23Updated last month
- A Practical Guide to a Simple Data Stack.☆40Updated 11 months ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆240Updated 3 years ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆41Updated last year
- An algorithmic sandbox for Jane Street's game, "Figgie"☆87Updated 3 months ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated 2 years ago
- Rust implementation of glass: ordered set data structure for client-side order books☆21Updated last month
- Simple Market-Taking Card Game☆22Updated last year
- DeFi options comparator to detect market opportunities with CLI (Go) and web (Vue3).☆63Updated 2 weeks ago
- Stock Exchange Engine written in Rust☆27Updated 3 years ago
- Uses L2 data's change in time to estimate a L3 order book microstructure on Binance☆138Updated last month
- ☆65Updated 2 years ago