Open Source
67 öffentliche Repositorys auf GitHub, die meisten in Rust: Orderbücher, Optionsbewertung, Market Making, Börsenanbindung und Protokoll-Codecs.
Orderbücher und Matching
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.
Optionen und Derivate
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
Market Making und DeFi
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.
Orderbücher und Matching
A high-performance, lock-free price level implementation for limit order books in Rust. This library provides the building blocks for creating efficient trading systems with support for multiple order types and concurrent access patterns.
Optionen und Derivate
A high-performance Rust library for options market making infrastructure, providing a complete Option Chain Order Book system built on top of OrderBook-rs, PriceLevel, and OptionStratLib.
Anbindung und Protokolle
IronSBE is a complete Rust implementation of the [Simple Binary Encoding (SBE)](https://www.fixtrading.org/standards/sbe/) protocol, designed for ultra-low-latency financial systems. It provides both server and client capabilities with a focus on performance, type safety, and ease of use.
A high-performance, thread-safe quantitative trading system implementing: CLOB (Central Limit Order Book) L2 order books with fast top-of-book access AMM (Automated Market Maker) pools with price impact calculations Real-time arbitrage detection between venues Concurrent stream ingestion with backpressure handling JSON parsing for market data feed
Orderbücher und Matching
Decentralized exchange infrastructure on Solana: on-chain order book, real-time WebSocket streaming, REST API, Geyser indexer, and Rust SDK. Non-custodial and optimized for high-frequency trading.
Orderbücher und Matching
High-performance OTC Request-for-Quote engine in Rust: reverse-auction quote aggregation with REST API, SBE binary streaming, and FIX 4.4 / WebSocket / gRPC venue connectivity.
Market Making und DeFi
A lightweight RESTful simulator for option chains that evolves over time with each API request. Useful for testing trading algorithms, visualizations, and analytics pipelines without relying on real-time market data. NO PRODUCTION READY YET
Optionen und Derivate
dxlink is a Rust client library for the DXLink WebSocket protocol used by tastytrade for real-time market data. This library provides a clean and type-safe API for connecting to DXLink servers, subscribing to market events, and processing real-time market data.
Anbindung und Protokolle
ALPHA version!! - A strategy optimization system for liquidity providers on Solana CLMMs (Raydium CLMM, Orca Whirlpools, and Meteora DLMM). It analyzes pools, calculates impermanent loss in real-time, and suggests optimal positions based on volatility, volume, and asset correlation.
Market Making und DeFi
A comprehensive FIX protocol client framework for Deribit cryptocurrency exchange. This library provides a reusable foundation for building trading applications that connect to Deribit using the FIX protocol.
Anbindung und Protokolle
IronFix is a robust and efficient Rust-based implementation of the Financial Information eXchange (FIX) protocol, designed for secure and high-performance financial messaging.
Anbindung und Protokolle
Rust library for stock market trading through tastytrade's API
Anbindung und Protokolle
Async Rust client for the Alpaca Markets API: trading, market data, options, broker API, streaming and FIX
Anbindung und Protokolle
IG Client is a comprehensive Rust framework for interacting with the IG broker API.
Anbindung und Protokolle
Real-time arbitrage engine for Solana DEXs with MEV protection, React dashboard and TimescaleDB
Market Making und DeFi
A standalone crate for handling financial instrument expiration dates in Rust.
Optionen und Derivate
Single-symbol CLOB matching engine in Rust — integer-only hot path, deterministic replay, microsecond-class tail latency, framed binary TCP wire.
Orderbücher und Matching
A Rust library for creating and executing market order strategies with Kafka integration.
Anbindung und Protokolle
Universal AMM engine: build, configure, and operate any Automated Market Maker through a unified interface.
Market Making und DeFi
Market Mimic: Synthetic Tick Data Generation with GANs
Market Making und DeFi
Rust library for managing trades and market data through the Tradier broker API, designed for high-performance and safety
Anbindung und Protokolle
Coordination bus for teams of AI coding agents — Claude Code, Codex, Cursor or any MCP client — sharing messages, tasks, presence, notes and locks over one server backed by Postgres
Werkzeuge und Sonstiges
ARPP (Anchored Reference Price Protocol) is an innovative Automated Market Maker (AMM) formula implemented in Rust, designed to reduce price volatility in decentralized exchanges.
Market Making und DeFi
This crate provides a HTTP REST API client for the Deribit trading platform. It implements the common traits from `deribit-base` and provides methods for all REST API endpoints.
Anbindung und Protokolle
Model Context Protocol (MCP) server for the Deribit cryptocurrency derivatives platform. Single binary crate that adapts the deribit-base, deribit-http, deribit-websocket, and (optional) deribit-fix stack onto MCP's tool / resource / prompt surface.
Anbindung und Protokolle
Lightstreamer TLCP (Text-based Live Connections Protocol). It provides a robust client SDK to interact with Lightstreamer servers, enabling real-time data streaming for financial applications, IoT systems, and other use cases requiring live data updates. While it was initially developed to support the ig
Anbindung und Protokolle
This crate provides common structs, traits, and functionality shared across all Deribit API client implementations (FIX, HTTP, WebSocket).
Anbindung und Protokolle
This crate provides a WebSocket client for the Deribit trading platform. It implements the common traits from `deribit-base` and provides real-time market data and trading functionality through WebSocket connections.
Anbindung und Protokolle
High-performance backtesting engine for options strategies with order-book-level fill simulation
Optionen und Derivate
Rust service that connects to public WebSocket feeds from multiple trading venues, normalizes market data (trades, ticker, L2 orderbook, funding rates, liquidations), and publishes it to NATS JetStream.
Anbindung und Protokolle
This project implements a Decentralized Finance (DeFi) Automated Market Maker (AMM) model. It includes a basic AMM implementation, risk management features, and a simulation environment to test the model under various market conditions.
Market Making und DeFi
Terminal UI for option chains, Greeks and volatility — real-time and backtest replay
Optionen und Derivate
lightweight Rust crate providing fundamental enums for financial applications. These types are the building blocks used across trading systems, options pricing libraries, and portfolio management tools.
Optionen und Derivate
Axum REST and WebSocket backend for option-chain-orderbook with market making, JWT auth and OpenAPI
Optionen und Derivate
A type-safe wrapper for guaranteed positive decimal values. This crate provides the Positive type, which encapsulates a Decimal value and ensures through its API that the contained value is always positive (greater than or equal to zero).
Optionen und Derivate
Hydra Gateway exposes every AMM pool type supported by hydra-amm through a JSON REST API and a real-time WebSocket feed. All AMM mathematics are delegated to hydra-amm — this service is a thin coordination and persistence layer.
Market Making und DeFi
Modern iSCSI initiator for Apple Silicon Macs; DriverKit-based, no kexts
Werkzeuge und Sonstiges
Rust crate providing a comprehensive enum-based classification of financial option contracts. It covers both standard vanilla options (European, American) and a wide range of exotic option types.
Optionen und Derivate
SvelteKit console for options market making: quotes, depth, risk and executions
Optionen und Derivate
Custom derive macros for JSON serialization with pretty and simple formatting options.
Werkzeuge und Sonstiges
Virtual Order Book for Uniswap V2
Market Making und DeFi
Exchange-in-a-box: local options exchange simulator with realistic matching, FIX/WS/REST APIs and historical replay
Orderbücher und Matching
Multiping: A concurrent Rust tool to monitor multiple IPs with real-time statistics using custom ping intervals.
Werkzeuge und Sonstiges
Python order book with limit and market order matching, position tracking and futures support
Orderbücher und Matching
Flask REST API for menus and purchases backed by PostgreSQL and SQLAlchemy, dockerized
Werkzeuge und Sonstiges
Common C++ utility library shared by other projects
Werkzeuge und Sonstiges
Homebrew formulae for joaquinbejar's tools
Werkzeuge und Sonstiges
Native IPTV player for Xtream Codes providers — SwiftUI, macOS/iOS/tvOS, resilient live HLS playback
Werkzeuge und Sonstiges
A modular Rust toolkit for NASDAQ TotalView-ITCH 5.0. Strongly-typed, zero-allocation protocol codec for all 20 messages; sibling async transports for SoupBinTCP, MoldUDP64, and plain TCP; demo client and server; designed so each crate can be used independently. Spec-faithful, no unsafe.
Anbindung und Protokolle
Lightstreamer C++ Client SDK
Anbindung und Protokolle
Base library to handle connections with PostgreSQL servers
Werkzeuge und Sonstiges
macOS menu bar app that translates selected text in place via DeepL with global hotkeys
Werkzeuge und Sonstiges
Processor framework to collect data from Polygon.io
Anbindung und Protokolle
Simple library to provide color to some logs
Werkzeuge und Sonstiges
Simple library to provide color to some logs
Werkzeuge und Sonstiges
Simple class to handle config by env variables
Werkzeuge und Sonstiges
Simple library to handle a Kafka client
Werkzeuge und Sonstiges
Simple C++ logger with syslog-style severity levels
Werkzeuge und Sonstiges
Simple library to handle a MariaDB client
Werkzeuge und Sonstiges
Simple library to handle a redis client
Werkzeuge und Sonstiges
Simple library to handle call to Polygon.io REST API
Anbindung und Protokolle
Common lib to handle basic data structures
Anbindung und Protokolle
Traefik middleware plugin that serves a sorry page when a trigger file exists
Werkzeuge und Sonstiges
WS2Mongo is a high-performance Rust service for extracting JSON data from WebSocket clients directly into MongoDB, streamlined for real-time data handling.
Anbindung und Protokolle
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