databento / databento-rsLinks
The official Rust client library for Databento
☆88Updated 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:
- An implementation of the Interactive Brokers API for Rust☆262Updated last week
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆165Updated 4 years ago
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆165Updated 3 weeks ago
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆148Updated this week
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆69Updated 4 months ago
- Port of Interactive Broker's trading API written in Rust☆170Updated last year
- Backtesting engine written in Rust☆75Updated 10 months ago
- Aggregate trade data into user-defined candles using information driven rules☆111Updated 7 months ago
- A crate for interacting with the Alpaca API at alpaca.markets.☆185Updated 10 months ago
- Financial Information eXchange protocol implemented in Rust☆432Updated last year
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆186Updated last year
- Yet Another Technical Analysis library [for Rust]☆388Updated last year
- A pure rust implementation of Peter Jäckel's implied volatility calculation☆18Updated last week
- ☆45Updated 9 months ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆74Updated 2 years ago
- Leveraged Futures Exchange for Simulated Trading☆76Updated 2 weeks ago
- A rust library for financial data analysis☆58Updated 3 months ago
- A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.☆314Updated 3 years ago
- A fast in-memory limit order book (LOB).☆164Updated 3 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆67Updated 2 years ago
- The official Python client library for Databento☆241Updated last week
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆248Updated 3 years ago
- Async client for the Binance APIs☆212Updated last week
- ☆48Updated last year
- A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching eng…☆277Updated 2 weeks ago
- Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions☆229Updated 6 months ago
- Technical analysis library for Rust language☆831Updated last year
- Technical analysis library for Rust language☆47Updated 2 months ago
- RustyQlib: A quant library for derivative pricing and quantitative finance☆19Updated 11 months ago
- Dual q/kdb+ interface for API to build a shared library and an IPC client.☆24Updated last year