joaquinbejar / OptionStratLibLinks
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
☆157Updated this week
Alternatives and similar repositories for OptionStratLib
Users that are interested in OptionStratLib are comparing it to the libraries listed below
Sorting:
- Backtesting engine written in Rust☆75Updated 10 months ago
- Aggregate trade data into user-defined candles using information driven rules☆110Updated 6 months ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆183Updated last year
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆66Updated 4 months ago
- A fast in-memory limit order book (LOB).☆163Updated 2 years ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆163Updated 4 years ago
- A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching eng…☆251Updated 2 weeks ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆248Updated 3 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆66Updated 2 years ago
- An implementation of the Interactive Brokers API for Rust☆253Updated this week
- A rock-solid cryptocurrency crawler library.☆256Updated 2 years ago
- ☆45Updated 8 months ago
- Async client for the Binance APIs☆212Updated 3 weeks ago
- Lightweight algo trading framework☆33Updated 2 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆80Updated 3 years ago
- Leveraged Futures Exchange for Simulated Trading☆77Updated this week
- A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.☆313Updated 3 years ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆78Updated 3 years ago
- High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust☆50Updated 2 weeks ago
- The official Rust client library for Databento☆84Updated 2 weeks ago
- Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions☆227Updated 6 months ago
- Technical analysis library for Rust language☆45Updated last month
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆55Updated 2 years ago
- RustyQlib: A quant library for derivative pricing and quantitative finance☆19Updated 10 months ago
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆70Updated 4 months ago
- Trading with ML on binance microstructure market data☆15Updated 2 years ago
- ☆48Updated last year
- Port of Interactive Broker's trading API written in Rust☆170Updated last year
- Transpilation of the popular ccxt library into Rust☆52Updated 2 years ago
- TA-lib bindings for Rust☆77Updated last year