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.
☆523Jul 23, 2026Updated last month
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…☆48Jul 14, 2026Updated last month
- A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the …☆98Jan 1, 2026Updated 8 months ago
- A high-performance, thread-safe quantitative trading system implementing: CLOB (Central Limit Order Book) L2 order books with fast top-o…☆19Sep 4, 2025Updated last year
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆245Aug 31, 2026Updated last week
- IronSBE is a complete Rust implementation of the [Simple Binary Encoding (SBE)](https://www.fixtrading.org/standards/sbe/) protocol, desi…☆21Updated this week
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- A high-performance Rust library for options market making infrastructure, providing a complete Option Chain Order Book system built on to…☆24Updated this week
- Uses L2 data's change in time to estimate a L3 order book microstructure on Binance☆283Jul 12, 2026Updated last month
- Open-source Rust framework for building event-driven live-trading & backtesting systems☆2,257Aug 24, 2026Updated 2 weeks ago
- Decentralized exchange infrastructure on Solana: on-chain order book, real-time WebSocket streaming, REST API, Geyser indexer, and Rust S…☆18Updated this week
- Hedged Solana RPC client that races multiple providers and returns the first successful response.☆38Nov 16, 2025Updated 9 months ago
- High-performance matching engine core library, built with Rust, supporting multiple order types and trading instruments.☆161Jan 3, 2026Updated 8 months ago
- Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positio…☆4,612Dec 23, 2025Updated 8 months ago
- Exponentially-weighted recursive least squares (EW-RLS) for online linear regression.☆15Jul 17, 2026Updated last month
- Distributed market-making system. Avellaneda-Stoikov strategy with sub-microsecond C++ hot-path (431ns), event-sourced architecture, VPIN…☆15Jun 5, 2026Updated 3 months 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.
- ☆47Aug 20, 2026Updated 2 weeks ago
- High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust☆82Jan 5, 2026Updated 8 months ago
- Rust implementation of glass: ordered set data structure for client-side order books☆37Jul 16, 2026Updated last month
- ☆50Jun 12, 2024Updated 2 years ago
- Centralised Limit Order Book (CLOB) in Rust☆25Oct 5, 2025Updated 11 months ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆66Oct 23, 2023Updated 2 years ago
- Low-Latency Centralized Cryptocurreny Exchange, built in Rust⚡☆68May 24, 2025Updated last year
- command-line tool for real-time Solana blockchain monitoring, account tracking, and data indexing with advanced caching and gRPC streamin…☆115Sep 10, 2025Updated 11 months ago
- A lightweight, high-performance firewall library for Rust that uses XDP☆16Oct 11, 2025Updated 10 months 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.
- A limit order match engine and backend service with simple account management using RESTful API in Rust-lang.☆18Jan 3, 2023Updated 3 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆38Dec 14, 2025Updated 8 months ago
- A Solana project geared towards realtime indexing, research, and backfilling with support for all epochs in the history of Solana mainnet…☆229Updated this week
- The fastest oracle on Solana☆165Updated this week
- Fast, bincode‑compatible serializer/deserializer focused on in‑place initialization and direct memory writes.☆214Updated this week
- Alpenglow: Global High-Performance Proof-of-Stake Blockchain with Erasure Coding☆139Updated this week
- An assortment of ring buffer designs for eductional and research purposes☆82May 21, 2025Updated last year
- A minimalistic matching engine designed for a trading exchange☆20Aug 16, 2026Updated 3 weeks ago
- A native desktop charting platform for crypto markets☆1,715Updated this week
- 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.
- ☆27Apr 13, 2026Updated 4 months ago
- ☆36Jul 4, 2025Updated last year
- solfi-sim uses LiteSVM to run local, black-box simulations on the SolFi DEX to understand how its pricing curves work☆99Jul 22, 2025Updated last year
- ☆636Updated this week
- Ultra-low latency WebSocket library for HFT applications☆217Aug 2, 2026Updated last month
- A Full-stack, Auction-market, Spot-exchange.☆30Nov 21, 2025Updated 9 months ago
- Clone and analyze all programs from mainnet-beta☆16May 8, 2026Updated 3 months ago