wbjohnston / matchbook
A stock exchange
☆12Updated last year
Alternatives and similar repositories for matchbook:
Users that are interested in matchbook are comparing it to the libraries listed below
- Stock Exchange Engine written in Rust☆27Updated 3 years ago
- Matching Engine implementation in Rust☆44Updated 3 years ago
- Limit Order book and matching engine in Rust.☆45Updated 3 years ago
- High Performance Matching Engine Powered By Tokio☆23Updated last year
- A fast price-time-quantity limit order book (LOB) matching engine written in Rust☆15Updated 2 weeks ago
- event-driven trading and backtesting engine☆18Updated 2 months ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆32Updated last year
- A Rust/WASM library to parse FIX messages without a dictionary☆22Updated 3 years ago
- Framework for building low latency clients on top of TCP.☆13Updated this week
- Cryptocurrency quant framework written in Rust.☆26Updated 4 years ago
- The parser library to parse messages from crypto-crawler.☆8Updated 6 months ago
- Benchmarks to measure the cost of sleeping☆28Updated last year
- Rust API connector for Bybit's WebSockets APIs.☆36Updated last year
- Trade engine written in rust (eg: bitcoin or any other currency/cryptocurrency)☆33Updated 4 years ago
- Limit order book written in Rust☆71Updated 5 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆70Updated 2 years ago
- A trading (matching) engine implementation in Rust.☆36Updated 2 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆56Updated last year
- Track which HTTP protocols are being used by exchanges' servers☆15Updated 9 months ago
- Simple limit order book and matching engine.☆30Updated 2 years ago
- Lightweight algo trading framework☆29Updated last year
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆13Updated 9 months ago
- Fusotao proving client.☆85Updated last year
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆46Updated last week
- NOTE: Barter-Execution migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance and normalised trad…☆27Updated 6 months ago
- An in memory orderbook☆30Updated 3 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆12Updated 2 months ago
- A fast in-memory limit order book (LOB).☆145Updated 2 years ago
- ☆16Updated 2 years ago
- Collection of tidbits for HFT server config.☆46Updated 3 years ago