diamondrod / kdbplusLinks
Dual q/kdb+ interface for API to build a shared library and an IPC client.
☆24Updated 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☆74Updated 2 years ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆162Updated 4 years ago
- NASDAQ ITCH parser in Rust☆51Updated 11 months ago
- Financial Information eXchange protocol implemented in Rust☆425Updated last year
- Backtesting engine written in Rust☆75Updated 9 months ago
- Port of Interactive Broker's trading API written in Rust☆170Updated last year
- Implementation of a orderbook data structure for LOB research capabilities.☆159Updated last year
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆142Updated last year
- A pure rust implementation of Peter Jäckel's implied volatility calculation☆16Updated 2 weeks ago
- The official Rust client library for Databento☆78Updated this week
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆136Updated last week
- A fast in-memory limit order book (LOB).☆159Updated 2 years ago
- Financial maths library for risk-neutral pricing and risk☆393Updated 2 years ago
- Aggregate trade data into user-defined candles using information driven rules☆109Updated 5 months ago
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆138Updated last week
- ☆48Updated last year
- trading strategy construction, visualization and backtesting tool☆66Updated 2 years ago
- Framework for building low latency clients on top of TCP.☆25Updated last week
- Rust aeron port☆139Updated 10 months ago
- An implementation of the Interactive Brokers API for Rust☆236Updated last week
- A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.☆314Updated 3 years ago
- Yet Another Technical Analysis library [for Rust]☆384Updated last year
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆67Updated 3 months ago
- Interactive Brokers Client for Rust☆17Updated last year
- A Rust library for getting financial information from Yahoo!☆44Updated last year
- Database for L2 orderbook☆731Updated last year
- A crate for interacting with the Alpaca API at alpaca.markets.☆180Updated 8 months ago
- A Rust/WASM library to parse FIX messages without a dictionary☆24Updated 4 years ago
- A port of the LMAX Disruptor to Rust☆117Updated 2 years ago
- Rust for black scholes☆25Updated last month