adwhit / itchy-rust

Related projects ⓘ

Alternatives and complementary repositories for itchy-rust

• jbendig / fix-rs
  fix-rs is a FIX (Financial Information Exchange) engine written in Rust.
  ☆131Updated 4 months ago
• ronniec95 / black_scholes
  A SIMD based black scholes pricer using the http://crates.io/wide crate
  ☆64Updated last year
• sklose / disrustor
  A port of the LMAX Disruptor to Rust
  ☆102Updated last year
• barter-rs / barter-execution-rs
  NOTE: Barter-Execution migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance and normalised trad…
  ☆27Updated 4 months ago
• calumrussell / rotala
  Backtesting engine written in Rust
  ☆64Updated this week
• UnitedTraders / aeron-rs
  Rust aeron port
  ☆106Updated 5 months ago
• MathisWellmann / sliding_features-rs
  Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…
  ☆42Updated last month
• rubik / lobster
  A fast in-memory limit order book (LOB).
  ☆131Updated last year
• piquette / quantlib
  The idiomatic rust implementation of the QuantLib C++ quantitative finance library
  ☆148Updated 3 years ago
• danielhstahl / fang_oost_option_rust
  Option pricing using fang oosterlee algorithm
  ☆16Updated 3 years ago
• felix-pb / sleeping_vs_spinning
  Benchmarks to measure the cost of sleeping
  ☆26Updated last year
• MathisWellmann / lfest-rs
  Leveraged Futures Exchange for Simulated Trading
  ☆59Updated this week
• sparkstartconsulting / IBKR-API-Rust
  Port of Interactive Broker's trading API written in Rust
  ☆146Updated 6 months ago
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆134Updated 8 months ago
• wisespace-io / bitfinex-rs
  Bitfinex trading api
  ☆57Updated 2 years ago
• polyfractal / Turbine
  A low-latency, high-throughput inter-task communication library
  ☆181Updated 9 years ago
• dovahcrow / bitmex-rs
  Bitmex (non-official) client for rust WIP
  ☆44Updated 7 months ago
• whoan / fixparser
  A Rust/WASM library to parse FIX messages without a dictionary
  ☆22Updated 3 years ago
• petr-tik / dark_rusty_pool
  Limit order book written in Rust
  ☆71Updated 5 years ago
• danielhstahl / black_scholes_rust
  Rust for black scholes
  ☆23Updated 5 months ago
• ferrumfix / ferrumfix
  Financial Information eXchange protocol implemented in Rust
  ☆363Updated 4 months ago
• inv2004 / orderbook-rs
  OrderBook implementation in rust
  ☆27Updated 4 years ago
• blitzarx1 / netstrat
  trading strategy construction, visualization and backtesting tool
  ☆54Updated last year
• diwic / shmem-ipc
  Untrusted IPC with maximum performance and minimum latency. On Rust, on Linux.
  ☆138Updated 2 years ago
• MathisWellmann / trade_aggregation-rs
  Aggregate trade data into user-defined candles using information driven rules
  ☆76Updated 3 weeks ago
• sachanganesh / eventador-rs
  wait-configurable lock-free pub/sub event-bus
  ☆26Updated 2 years ago
• jbertovic / tdameritradeclient
  A very simple api request client accessing TD Ameritrade API built in rust.
  ☆39Updated last year
• jmakov / dragonflybot
  A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
  ☆52Updated last year
• databento / dbn
  Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
  ☆89Updated this week
• binance / binance-sbe-rust-sample-app
  Sample app in Rust that decodes Binance API SBE
  ☆16Updated last month