databento / databento-rsLinks
The official Rust client library for Databento
☆84Updated last week
Alternatives and similar repositories for databento-rs
Users that are interested in databento-rs are comparing it to the libraries listed below
Sorting:
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆145Updated this week
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆163Updated 4 years ago
- Port of Interactive Broker's trading API written in Rust☆170Updated last year
- An implementation of the Interactive Brokers API for Rust☆250Updated last week
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆154Updated 2 weeks ago
- A crate for interacting with the Alpaca API at alpaca.markets.☆182Updated 9 months ago
- Backtesting engine written in Rust☆75Updated 10 months ago
- Financial Information eXchange protocol implemented in Rust☆432Updated last year
- Yet Another Technical Analysis library [for Rust]☆386Updated last year
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆66Updated 4 months ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆74Updated 2 years ago
- Aggregate trade data into user-defined candles using information driven rules☆110Updated 6 months ago
- A pure rust implementation of Peter Jäckel's implied volatility calculation☆17Updated 3 weeks ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆183Updated last year
- The official Python client library for Databento☆240Updated this week
- ☆48Updated last year
- ☆44Updated 8 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆66Updated 2 years ago
- A fast in-memory limit order book (LOB).☆163Updated 2 years ago
- A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.☆313Updated 3 years ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆248Updated 3 years ago
- Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions☆226Updated 6 months ago
- Technical analysis library for Rust language☆826Updated last year
- Leveraged Futures Exchange for Simulated Trading☆77Updated 2 months ago
- Sample app in Rust that decodes Binance API SBE☆29Updated 3 months ago
- Dual q/kdb+ interface for API to build a shared library and an IPC client.☆24Updated last year
- Financial maths library for risk-neutral pricing and risk☆394Updated 2 years ago
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆70Updated 4 months ago
- A rust library for financial data analysis☆57Updated 2 months ago
- Rust library for quantitative finance.☆1,617Updated 4 months ago