diamondrod / kdbplusLinks
Dual q/kdb+ interface for API to build a shared library and an IPC client.
☆23Updated last year
Alternatives and similar repositories for kdbplus
Users that are interested in kdbplus are comparing it to the libraries listed below
Sorting:
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆73Updated 2 years ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆164Updated 4 years ago
- Financial Information eXchange protocol implemented in Rust☆420Updated last year
- The official Rust client library for Databento☆73Updated last week
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆122Updated last week
- Port of Interactive Broker's trading API written in Rust☆168Updated last year
- NASDAQ ITCH parser in Rust☆50Updated 9 months ago
- Backtesting engine written in Rust☆74Updated 7 months ago
- An implementation of the Interactive Brokers API for Rust☆203Updated 2 weeks ago
- Implementation of a orderbook data structure for LOB research capabilities.☆154Updated last year
- Framework for building low latency clients on top of TCP.☆23Updated this week
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆68Updated last month
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆113Updated 2 weeks ago
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆139Updated last year
- ☆47Updated 10 months ago
- A fast in-memory limit order book (LOB).☆159Updated 2 years ago
- A crate for interacting with the Alpaca API at alpaca.markets.☆172Updated 6 months ago
- A pure rust implementation of Peter Jäckel's implied volatility calculation☆16Updated last month
- Financial maths library for risk-neutral pricing and risk☆392Updated 2 years ago
- Aggregate trade data into user-defined candles using information driven rules☆108Updated 3 months ago
- A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.☆313Updated 3 years ago
- Yet Another Technical Analysis library [for Rust]☆375Updated last year
- Option pricing using fang oosterlee algorithm☆17Updated 4 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆64Updated 2 years ago
- Rust aeron port☆136Updated 8 months ago
- Building Stock Market Engine from scratch in Rust☆52Updated last year
- TA-lib bindings for Rust☆76Updated last year
- A port of the LMAX Disruptor to Rust☆112Updated 2 years ago
- Factor Expression + Historical Data = Factor Values☆29Updated last year
- Benchmarks to measure the cost of sleeping☆31Updated 2 years ago