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