amankrx / matching-engine-rsLinks
Building a fast matching engine in Rust for efficient processing of an ITCH order book.
☆48Updated last year
Alternatives and similar repositories for matching-engine-rs
Users that are interested in matching-engine-rs are comparing it to the libraries listed below
Sorting:
- Limit Order book and matching engine in Rust.☆53Updated 3 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆179Updated 10 months ago
- A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching eng…☆132Updated this week
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆78Updated 3 years ago
- Matching Engine implementation in Rust☆55Updated 4 years ago
- A fast in-memory limit order book (LOB).☆159Updated 2 years ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆244Updated 3 years ago
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆113Updated 2 weeks ago
- Aggregate trade data into user-defined candles using information driven rules☆108Updated 3 months ago
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆32Updated last year
- Limit order book written in Rust☆74Updated 6 years ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆62Updated 3 weeks ago
- Stock Exchange Engine written in Rust☆28Updated 3 years ago
- Unofficial Rust API bindings for the FTX exchange.☆113Updated 2 years ago
- A native desktop charting platform for crypto markets with intuitive orderflow visualizations☆179Updated this week
- ☆22Updated last year
- A rock-solid cryptocurrency crawler library.☆250Updated 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
- Framework for building low latency clients on top of TCP.☆23Updated this week
- Uses L2 data's change in time to estimate a L3 order book microstructure on Binance☆148Updated 2 months ago
- Deribit API V2 WS client for Rust.☆46Updated last year
- Rust API connector for Bybit's WebSockets APIs.☆36Updated last year
- Lightweight algo trading framework☆33Updated 2 years ago
- Transpilation of the popular ccxt library into Rust☆51Updated last year
- Rust implementation of glass: ordered set data structure for client-side order books☆24Updated 2 months ago
- Async client for the Binance APIs☆209Updated this week
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆27Updated 10 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆64Updated 2 years ago
- ☆47Updated 10 months ago
- Leveraged Futures Exchange for Simulated Trading☆75Updated last month