A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading systems, with a focus on concurrent access patterns and lock-free data structures.
☆551Nov 5, 2026Updated this week
Alternatives and similar repositories for OrderBook-rs
Users that are interested in OrderBook-rs 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…☆54Oct 11, 2026Updated 3 weeks ago
- A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the …☆112Updated this week
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆264Updated this week
- A high-performance, thread-safe quantitative trading system implementing: CLOB (Central Limit Order Book) L2 order books with fast top-o…☆18Sep 18, 2026Updated last month
- A high-performance Rust library for options market making infrastructure, providing a complete Option Chain Order Book system built on to…☆28Updated this week
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- IronSBE is a complete Rust implementation of the [Simple Binary Encoding (SBE)](https://www.fixtrading.org/standards/sbe/) protocol, desi…☆23Oct 25, 2026Updated last week
- A comprehensive FIX protocol client framework for Deribit cryptocurrency exchange. This library provides a reusable foundation for buildi…☆13Sep 18, 2026Updated last month
- High-performance OTC Request-for-Quote engine in Rust: reverse-auction quote aggregation with REST API, SBE binary streaming, and FIX 4.4…☆19Oct 5, 2026Updated last month
- Uses L2 data's change in time to estimate a L3 order book microstructure on Binance☆299Jul 12, 2026Updated 3 months ago
- Open-source Rust framework for building event-driven live-trading & backtesting systems☆2,364Aug 24, 2026Updated 2 months ago
- Decentralized exchange infrastructure on Solana: on-chain order book, real-time WebSocket streaming, REST API, Geyser indexer, and Rust S…☆18Oct 26, 2026Updated last week
- High-performance matching engine core library, built with Rust, supporting multiple order types and trading instruments.☆161Jan 3, 2026Updated 10 months ago
- Hedged Solana RPC client that races multiple providers and returns the first successful response.☆40Nov 16, 2025Updated 11 months ago
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆5,055Dec 23, 2025Updated 10 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Low-latency options pricing engine in Rust. BSM, Black-76, Heston, Bates (jumps), Local Vol (Dupire), Monte Carlo (Euler/Andersen QE). Ad…☆16Sep 11, 2026Updated last month
- An assortment of ring buffer designs for eductional and research purposes☆82May 21, 2025Updated last year
- Rust implementation of glass: ordered set data structure for client-side order books☆42Oct 24, 2026Updated 2 weeks ago
- High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust☆91Jan 5, 2026Updated 10 months ago
- Distributed market-making system. Avellaneda-Stoikov strategy with sub-microsecond C++ hot-path (431ns), event-sourced architecture, VPIN…☆17Jun 5, 2026Updated 5 months ago
- A Full-stack, Auction-market, Spot-exchange.☆32Nov 21, 2025Updated 11 months ago
- Rust library for quantitative finance.☆1,840Oct 4, 2026Updated last month
- Aggregate trade data into user-defined candles using information driven rules☆121Oct 30, 2026Updated last week
- About A simple native Rust Escrow program.☆11Oct 6, 2024Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆48Updated this week
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆67Oct 23, 2023Updated 3 years ago
- A native desktop charting platform for crypto markets☆1,798Oct 27, 2026Updated last week
- Collection of potential CU optimizations for programs.☆96Oct 18, 2024Updated 2 years ago
- Ultra-low latency WebSocket library for HFT applications☆238Updated this week
- ALPHA version!! - A strategy optimization system for liquidity providers on Solana CLMMs (Raydium CLMM, Orca Whirlpools, and Meteora DLMM…☆12Oct 10, 2026Updated 3 weeks ago
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆80Oct 30, 2026Updated last week
- A small Rust library for quantitative finance.☆24Oct 6, 2026Updated last month
- Centralised Limit Order Book (CLOB) in Rust☆25Oct 5, 2025Updated last year
- 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.
- KDE for polymarket☆13Feb 21, 2026Updated 8 months ago
- A lightweight, high-performance firewall library for Rust that uses XDP☆16Oct 11, 2025Updated last year
- Leveraged Futures Exchange for Simulated Trading☆83Sep 4, 2026Updated 2 months ago
- ☆51Jun 12, 2024Updated 2 years ago
- My blog about programming a low latency trading engine in Rust☆12Jan 1, 2025Updated last year
- Basic order matching engine written in Rust☆453Apr 13, 2018Updated 8 years ago
- ☆40Aug 2, 2021Updated 5 years ago