adwhit / itchy-rustLinks
NASDAQ ITCH parser in Rust
☆51Updated 10 months ago
Alternatives and similar repositories for itchy-rust
Users that are interested in itchy-rust are comparing it to the libraries listed below
Sorting:
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆142Updated last year
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆74Updated 2 years ago
- A port of the LMAX Disruptor to Rust☆116Updated 2 years ago
- Rust aeron port☆139Updated 10 months ago
- Financial Information eXchange protocol implemented in Rust☆425Updated last year
- A low-latency, high-throughput inter-task communication library☆188Updated 10 years ago
- OrderBook implementation in rust☆27Updated 5 years ago
- Backtesting engine written in Rust☆75Updated 8 months ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆161Updated 4 years ago
- Port of Interactive Broker's trading API written in Rust☆169Updated last year
- Rust for black scholes☆25Updated last week
- Leveraged Futures Exchange for Simulated Trading☆76Updated 3 weeks ago
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆132Updated last week
- A Rust/WASM library to parse FIX messages without a dictionary☆24Updated 4 years ago
- A very simple api request client accessing TD Ameritrade API built in rust.☆39Updated 3 years ago
- An implementation of the Interactive Brokers API for Rust☆227Updated last week
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆68Updated 2 months ago
- trading strategy construction, visualization and backtesting tool☆66Updated 2 years ago
- Generate various time series, some randomly sampled, in pure rust.☆19Updated 8 months ago
- Limit order book written in Rust☆74Updated 6 years ago
- A fast in-memory limit order book (LOB).☆158Updated 2 years ago
- Deribit API V2 WS client for Rust.☆47Updated last year
- Bitfinex trading api☆60Updated 3 years ago
- A quantitative finance toolbox☆40Updated 2 weeks ago
- Option pricing using fang oosterlee algorithm☆18Updated 4 years ago
- Rust library targeting finance/quant-related use cases.☆20Updated 6 years ago
- A position (finance) definition that has some good algebraic properties.☆15Updated 2 years ago
- Bitmex (non-official) client for rust WIP☆44Updated 5 months ago
- Rust wrapper around the IEX API.☆13Updated 7 years ago
- A Rust library for getting financial information from Yahoo!☆43Updated last year