diamondrod / kdbplus
Dual q/kdb+ interface for API to build a shared library and an IPC client.
☆19Updated 9 months ago
Alternatives and similar repositories for kdbplus:
Users that are interested in kdbplus are comparing it to the libraries listed below
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆70Updated last year
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆157Updated 3 years ago
- NASDAQ ITCH parser in Rust☆47Updated 3 months ago
- BitMEX API for C++☆8Updated 4 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆144Updated last year
- Limit order book written in Rust☆72Updated 5 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- NOTE: Barter-Execution migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance and normalised trad…☆27Updated 8 months ago
- A fast in-memory limit order book (LOB).☆150Updated 2 years ago
- Financial Information eXchange protocol implemented in Rust☆388Updated 8 months ago
- NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs☆104Updated 8 months ago
- Factor Expression + Historical Data = Factor Values☆29Updated last year
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆134Updated 9 months ago
- Multithreaded order matching engine in C++11 using FIX protocol for Linux/Windows☆38Updated 8 years ago
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆100Updated this week
- Fast, Multi threaded and Efficient Trade Matching Engine☆25Updated 3 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆75Updated 2 years ago
- Quantitative Trading Library☆28Updated 8 years ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆76Updated 11 months ago
- A C++ and Python implementation of the limit order book.☆265Updated 4 years ago
- Aggregate trade data into user-defined candles using information driven rules☆87Updated 2 months ago
- NOTE: Barter-Integration migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance, low-level framew…☆25Updated 8 months ago
- Collection of tidbits for HFT server config.☆48Updated 3 years ago
- FIX library generated with C++ PreProcessor to be used in latency sensitive context.☆29Updated 3 weeks ago
- High performance Rust API for KDB+☆13Updated 3 years ago
- Ultra Low Latency Trading Framework (OMS, Trading+MarketData Adapters, Algo Container etc)☆114Updated last year
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆74Updated 4 years ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆35Updated last year
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆34Updated last week
- Rust for black scholes☆23Updated 10 months ago