adwhit / itchy-rust
NASDAQ ITCH parser in Rust
☆47Updated 3 weeks ago
Alternatives and similar repositories for itchy-rust:
Users that are interested in itchy-rust are comparing it to the libraries listed below
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆65Updated last year
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆133Updated 6 months ago
- Leveraged Futures Exchange for Simulated Trading☆63Updated this week
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆46Updated last week
- Benchmarks to measure the cost of sleeping☆28Updated last year
- A port of the LMAX Disruptor to Rust☆101Updated last year
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆152Updated 3 years ago
- Backtesting engine written in Rust☆68Updated 3 weeks ago
- Financial Information eXchange protocol implemented in Rust☆379Updated 6 months ago
- Limit order book written in Rust☆71Updated 5 years ago
- trading strategy construction, visualization and backtesting tool☆58Updated last year
- NOTE: Barter-Execution migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance and normalised trad…☆27Updated 6 months ago
- Rust for black scholes☆23Updated 8 months ago
- A fast in-memory limit order book (LOB).☆145Updated 2 years ago
- Rust aeron port☆112Updated last week
- A Rust/WASM library to parse FIX messages without a dictionary☆22Updated 3 years ago
- Bitfinex trading api☆57Updated 2 years ago
- Aggregate trade data into user-defined candles using information driven rules☆83Updated 2 weeks ago
- Port of Interactive Broker's trading API written in Rust☆152Updated 8 months ago
- An implementation of the Interactive Brokers API for Rust☆94Updated this week
- A position (finance) definition that has some good algebraic properties.☆14Updated 2 years ago
- Deribit API V2 WS client for Rust.☆46Updated 6 months ago
- Option pricing using fang oosterlee algorithm☆17Updated 3 years ago
- Dual q/kdb+ interface for API to build a shared library and an IPC client.☆20Updated 7 months ago
- OrderBook implementation in rust☆26Updated 4 years ago
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆94Updated last week
- Bitmex (non-official) client for rust WIP☆44Updated 10 months ago
- A low-latency, high-throughput inter-task communication library☆182Updated 9 years ago
- Super fast backtest of any enter/exit strategy in pure rust https://crates.io/crates/rusty_backtest☆24Updated 5 years ago
- Generate various time series, some randomly sampled, in pure rust.☆15Updated last year