brucify / orderly
A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream
☆71Updated 2 years ago
Alternatives and similar repositories for orderly:
Users that are interested in orderly are comparing it to the libraries listed below
- NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs☆103Updated 7 months ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆71Updated 2 years ago
- Limit Order book and matching engine in Rust.☆46Updated 3 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆161Updated 3 months ago
- Rust API connector for Bybit's WebSockets APIs.☆36Updated last year
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- Transpilation of the popular ccxt library into Rust☆38Updated last year
- A command line tool based on the crypto-crawler library.☆71Updated last year
- Limit order book written in Rust☆71Updated 5 years ago
- A fast in-memory limit order book (LOB).☆146Updated 2 years ago
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆27Updated 10 months ago
- Backtesting engine written in Rust☆68Updated last week
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆224Updated 2 years ago
- ☆21Updated 9 months ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆44Updated last month
- Leveraged Futures Exchange for Simulated Trading☆64Updated 2 weeks ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆33Updated last year
- ☆27Updated 3 months ago
- Aggregate trade data into user-defined candles using information driven rules☆83Updated last month
- NOTE: Barter-Execution migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance and normalised trad…☆27Updated 7 months ago
- Lightweight algo trading framework☆29Updated last year
- Unofficial Rust API bindings for the FTX exchange.☆113Updated 2 years ago
- A Practical Guide to a Simple Data Stack.☆39Updated 5 months ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆67Updated 6 years ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆14Updated 5 months ago
- Sharing quantitative analyses on Crypto Lake data☆64Updated 5 months ago
- A fast price-time-quantity limit order book (LOB) matching engine written in Rust☆15Updated last month
- Deribit API V2 WS client for Rust.☆45Updated 7 months ago
- A rock-solid cryptocurrency crawler library.☆239Updated last year
- Track which HTTP protocols are being used by exchanges' servers☆15Updated 10 months ago