A high-performance Rust library for options market making infrastructure, providing a complete Option Chain Order Book system built on top of OrderBook-rs, PriceLevel, and OptionStratLib.
☆25Oct 1, 2026Updated this week
Alternatives and similar repositories for Option-Chain-OrderBook
Users that are interested in Option-Chain-OrderBook are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A high-performance, lock-free price level implementation for limit order books in Rust. This library provides the building blocks for cre…☆52Updated this week
- A limit order match engine and backend service with simple account management using RESTful API in Rust-lang.☆18Jan 3, 2023Updated 3 years ago
- Decentralized exchange infrastructure on Solana: on-chain order book, real-time WebSocket streaming, REST API, Geyser indexer, and Rust S…☆19Updated this week
- IronSBE is a complete Rust implementation of the [Simple Binary Encoding (SBE)](https://www.fixtrading.org/standards/sbe/) protocol, desi…☆22Sep 26, 2026Updated last week
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆252Sep 26, 2026Updated last week
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Production-quality volatility surface library for Rust☆38Sep 27, 2026Updated last week
- High-performance technical analysis library in Rust with 340+ indicators, SIMD/CUDA acceleration, and optional Python/WASM bindings.☆26Jul 18, 2026Updated 2 months ago
- A Deribit Trading System using C++ utilizing WebSocket that performs the following actions: Place an order Cancel an order Modify an ord…☆12Oct 2, 2025Updated last year
- 🪷 LotusX - Multi-Exchange Crypto Connectors Gateway: A secure, high-performance Rust library for cryptocurrency exchange APIs with unifi…☆15Jun 15, 2026Updated 3 months ago
- My implementation of "Build a Fintech Platform in Rust"☆23Feb 22, 2024Updated 2 years ago
- A pure rust implementation of Peter Jäckel's implied volatility calculation☆20Mar 18, 2026Updated 6 months ago
- A Full-stack, Auction-market, Spot-exchange.☆32Nov 21, 2025Updated 10 months ago
- Rust-based rewrite of Optopsy: An options backtesting engine exposed via Model Context Protocol (MCP)☆20Apr 7, 2026Updated 5 months ago
- Microprice estimator for pretrade data☆14Nov 19, 2024Updated last year
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- A blazingly fast reconciliation engine written in Rust☆24Jan 21, 2022Updated 4 years ago
- ☆15Apr 20, 2026Updated 5 months ago
- The RusTaLib repository is a Rust-powered machine learning library specializing in the implementation of various technical analysis indic…☆21Jul 4, 2025Updated last year
- Centralised Limit Order Book (CLOB) in Rust☆25Oct 5, 2025Updated last year
- Framework for building low latency clients on top of TCP.☆30Updated this week
- Calculate Black Scholes Implied Volatility - Vectorwise☆16Feb 10, 2021Updated 5 years ago
- GARCH models estimated using autodiff.☆20Sep 21, 2026Updated 2 weeks ago
- Feature engineering, labeling, alternative bars, and leakage-safe datasets for financial ML.☆23Sep 28, 2026Updated last week
- Go package to store real time streaming websocket data in clickhouse using queuing and bulk insert.☆23Mar 4, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A FIX engine written in Rust.☆19Sep 14, 2026Updated 3 weeks ago
- Open-source options gamma exposure (GEX) & positioning dashboard — dealer GEX, max pain, open interest, IV surface. Self-hosted, Docker, …☆77Sep 19, 2026Updated 2 weeks ago
- High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & c…☆189Updated this week
- ☆18Jul 9, 2025Updated last year
- Async Rust data-source library for TradingView market data, historical charts, and event-driven pipelines. Alpha.☆78Sep 28, 2026Updated last week
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- Signal diagnostics, statistical validation, and backtest evaluation for quantitative trading workflows.☆33Sep 28, 2026Updated last week
- A simple, fast and garbage-free matching engine order book that you can use as a starting point for your matching engines.☆58Sep 7, 2026Updated 3 weeks ago
- The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the impl…☆27Nov 23, 2023Updated 2 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- 🛡️ Programmable Guardrails for LLM Applications in Java. A framework-agnostic toolkit for input/output validation, PII masking, and jail…☆16Apr 15, 2026Updated 5 months ago
- Open-source MCP server for MetaTrader 5 backtesting, optimization & analytics — pure Rust☆40Updated this week
- Rust Technical Indicators package☆50Jul 1, 2026Updated 3 months ago
- JSON encoder and decoder for python written in C/C++☆11Jan 22, 2024Updated 2 years ago
- Developed a high-performance trading engine using Rust, leveraging its powerful features for low-level systems programming. Engineered to…☆24Nov 9, 2024Updated last year
- A high-performance, thread-safe quantitative trading system implementing: CLOB (Central Limit Order Book) L2 order books with fast top-o…☆19Sep 18, 2026Updated 2 weeks ago
- A lean, modern, unofficial S3-compatible client for Rust.☆16Sep 24, 2026Updated last week