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