A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the mathematical foundations and domain models necessary for building automated market making systems for financial markets.
☆45Jan 1, 2026Updated 2 months ago
Alternatives and similar repositories for market-maker-rs
Users that are interested in market-maker-rs are comparing it to the libraries listed below
Sorting:
- DPDK (Data plane development kit) tutorials written in C++ for beginner and advanced users.☆37Jan 4, 2026Updated 2 months ago
- Systematic Volatility Research and Backtesting for equity options☆20Updated this week
- Real-time Crypto Futures depth heatmap in Rust (egui/eframe) with live order flow and trade tape.☆111Mar 2, 2026Updated last week
- Open source High-Frequency Trading Order Book with FPGA Acceleration☆64Jan 26, 2025Updated last year
- A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching eng…☆300Updated this week
- Microprice estimator for pretrade data☆14Nov 19, 2024Updated last year
- Python package for developing and testing algorithmic trading strategies☆10Dec 2, 2021Updated 4 years ago
- prediction market indexer with semantic search☆35Jan 27, 2026Updated last month
- ⚡| Fastipy is a fast, very simple to use and understand open source python library for developing RESTful APIs☆11Nov 5, 2024Updated last year
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- ☆11Mar 31, 2024Updated last year
- Ingest and store Polymarket market data.☆18Oct 15, 2025Updated 4 months ago
- A dApp, blockchain and crypto agnostic React UI toolkit☆11Feb 17, 2026Updated 2 weeks ago
- A freeradius admin dashboard built on Flask☆11Sep 16, 2022Updated 3 years ago
- ☆16Jun 18, 2024Updated last year
- Latest user-agent of major browsers in json format. Automatically updated by Github Actions.☆18Feb 25, 2026Updated last week
- ☆10Mar 16, 2022Updated 3 years ago
- A tool to cluster ESG stocks and cryptocurrency by return data to identify similar assets with higher ESG scores.☆11Oct 9, 2023Updated 2 years 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 5 months ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- EVM contract auditing via symbolic execution and Z3☆22Feb 25, 2026Updated last week
- Template for the Async workshop at EuroRust, with vendored dependencies☆11Oct 8, 2024Updated last year
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- Furnace is a high-performance quantitative trading library that provides features similar to CCXT, allowing developers to connect and int…☆14Jan 16, 2025Updated last year
- Source and documentation related to my project on trading on wyckoff methodology☆11Jul 2, 2018Updated 7 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- ☆10Jan 31, 2024Updated 2 years ago
- A tool that generates python code out of your GraphQL schema.☆16Nov 27, 2023Updated 2 years ago
- Visualize CryptoStore trade data☆12May 8, 2019Updated 6 years ago
- Deep learning in large multivariate time series using real-time feature extraction with MDFA☆12Jun 26, 2018Updated 7 years ago
- ☆14Aug 29, 2024Updated last year
- accessible data visualizations with Vega Lite☆17Jul 2, 2025Updated 8 months ago
- raw dogging univ4 swaps without the router☆13Mar 18, 2025Updated 11 months ago
- Dynamic Traffic Shaper☆12Jun 4, 2018Updated 7 years ago
- Processing and performing financial calculations on HFT data☆10Dec 19, 2018Updated 7 years ago
- Facilitating efficient transaction tracing for Tornado Cash and Railgun☆16Mar 26, 2024Updated last year
- An assortment of ring buffer designs for eductional and research purposes☆72May 21, 2025Updated 9 months ago
- A lock-free, thread-safe, multi-producer/multi-consumer queue based on the LMAX Disruptor.☆16Apr 20, 2021Updated 4 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year