ninja-quant / ninjabook
A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python
☆148Updated 4 months ago
Related projects: ⓘ
- NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs☆100Updated 2 months ago
- toolbox of fast mm-related funcs☆108Updated this week
- ☆20Updated 4 months ago
- An algorithmic sandbox for Jane Street's game, "Figgie"☆69Updated 3 months ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆64Updated 2 years ago
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆27Updated 5 months ago
- Limit Order book and matching engine in Rust.☆42Updated 2 years ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆13Updated this week
- Transpilation of the popular ccxt library into Rust☆36Updated 10 months ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆211Updated 2 years ago
- A command line tool based on the crypto-crawler library.☆70Updated last year
- A fast in-memory limit order book (LOB).☆125Updated last year
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆95Updated last month
- A collection of helpful trading scripts I've hacked together☆40Updated last year
- Orderflow trading bot based on BSI☆14Updated last month
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆49Updated last year
- A rock-solid cryptocurrency crawler library.☆227Updated last year
- ☆12Updated this week
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆66Updated last year
- bybit simple market maker☆435Updated 3 weeks ago
- ☆31Updated this week
- A Practical Guide to a Simple Data Stack.☆24Updated last week
- Lil Rust project to help compare network latencies between tuned and non-tuned servers☆23Updated 5 months ago
- Rust API connector for Bybit's WebSockets APIs.☆34Updated 10 months ago
- Backtesting engine written in Rust☆62Updated this week
- Ultra-fast Node.js Order Book written in TypeScript for high-frequency trading (HFT)☆136Updated this week
- Lightweight algo trading framework☆28Updated last year
- Aggregate trade data into user-defined candles using information driven rules☆68Updated last week
- Example 3D order book visualiser for crypto markets.☆77Updated last year
- Unofficial Rust API bindings for the FTX exchange.☆116Updated last year