Open source
67 public repositories on GitHub, most of them in Rust: order books, options pricing, market making, exchange connectivity and protocol codecs.
Order books & 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.
Options & derivatives
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
Market making & 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.
Order books & 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.
Options & derivatives
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.
Connectivity & protocols
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
Order books & 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.
Order books & 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 & 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
Options & derivatives
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.
Connectivity & protocols
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 & 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.
Connectivity & protocols
IronFix is a robust and efficient Rust-based implementation of the Financial Information eXchange (FIX) protocol, designed for secure and high-performance financial messaging.
Connectivity & protocols
Rust library for stock market trading through tastytrade's API
Connectivity & protocols
Async Rust client for the Alpaca Markets API: trading, market data, options, broker API, streaming and FIX
Connectivity & protocols
IG Client is a comprehensive Rust framework for interacting with the IG broker API.
Connectivity & protocols
Real-time arbitrage engine for Solana DEXs with MEV protection, React dashboard and TimescaleDB
Market making & DeFi
A standalone crate for handling financial instrument expiration dates in Rust.
Options & derivatives
Single-symbol CLOB matching engine in Rust — integer-only hot path, deterministic replay, microsecond-class tail latency, framed binary TCP wire.
Order books & matching
A Rust library for creating and executing market order strategies with Kafka integration.
Connectivity & protocols
Universal AMM engine: build, configure, and operate any Automated Market Maker through a unified interface.
Market making & DeFi
Market Mimic: Synthetic Tick Data Generation with GANs
Market making & DeFi
Rust library for managing trades and market data through the Tradier broker API, designed for high-performance and safety
Connectivity & protocols
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
Tools & other
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 & 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.
Connectivity & protocols
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.
Connectivity & protocols
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
Connectivity & protocols
This crate provides common structs, traits, and functionality shared across all Deribit API client implementations (FIX, HTTP, WebSocket).
Connectivity & protocols
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.
Connectivity & protocols
High-performance backtesting engine for options strategies with order-book-level fill simulation
Options & derivatives
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.
Connectivity & protocols
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 & DeFi
Terminal UI for option chains, Greeks and volatility — real-time and backtest replay
Options & derivatives
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.
Options & derivatives
Axum REST and WebSocket backend for option-chain-orderbook with market making, JWT auth and OpenAPI
Options & derivatives
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).
Options & derivatives
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 & DeFi
Modern iSCSI initiator for Apple Silicon Macs; DriverKit-based, no kexts
Tools & other
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.
Options & derivatives
SvelteKit console for options market making: quotes, depth, risk and executions
Options & derivatives
Custom derive macros for JSON serialization with pretty and simple formatting options.
Tools & other
Virtual Order Book for Uniswap V2
Market making & DeFi
Exchange-in-a-box: local options exchange simulator with realistic matching, FIX/WS/REST APIs and historical replay
Order books & matching
Multiping: A concurrent Rust tool to monitor multiple IPs with real-time statistics using custom ping intervals.
Tools & other
Python order book with limit and market order matching, position tracking and futures support
Order books & matching
Flask REST API for menus and purchases backed by PostgreSQL and SQLAlchemy, dockerized
Tools & other
Common C++ utility library shared by other projects
Tools & other
Homebrew formulae for joaquinbejar's tools
Tools & other
Native IPTV player for Xtream Codes providers — SwiftUI, macOS/iOS/tvOS, resilient live HLS playback
Tools & other
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.
Connectivity & protocols
Lightstreamer C++ Client SDK
Connectivity & protocols
Base library to handle connections with PostgreSQL servers
Tools & other
macOS menu bar app that translates selected text in place via DeepL with global hotkeys
Tools & other
Processor framework to collect data from Polygon.io
Connectivity & protocols
Simple library to provide color to some logs
Tools & other
Simple library to provide color to some logs
Tools & other
Simple class to handle config by env variables
Tools & other
Simple library to handle a Kafka client
Tools & other
Simple C++ logger with syslog-style severity levels
Tools & other
Simple library to handle a MariaDB client
Tools & other
Simple library to handle a redis client
Tools & other
Simple library to handle call to Polygon.io REST API
Connectivity & protocols
Common lib to handle basic data structures
Connectivity & protocols
Traefik middleware plugin that serves a sorry page when a trigger file exists
Tools & other
WS2Mongo is a high-performance Rust service for extracting JSON data from WebSocket clients directly into MongoDB, streamlined for real-time data handling.
Connectivity & protocols
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