开源项目
GitHub 上共有 67 个公开仓库，大多使用 Rust：订单簿、期权定价、做市、交易所连接和协议编解码。
订单簿与撮合
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.
期权与衍生品
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
做市与 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.
订单簿与撮合
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.
期权与衍生品
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.
连接与协议
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
订单簿与撮合
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.
订单簿与撮合
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.
做市与 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
期权与衍生品
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.
连接与协议
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.
做市与 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.
连接与协议
IronFix is a robust and efficient Rust-based implementation of the Financial Information eXchange (FIX) protocol, designed for secure and high-performance financial messaging.
连接与协议
Rust library for stock market trading through tastytrade's API
连接与协议
Async Rust client for the Alpaca Markets API: trading, market data, options, broker API, streaming and FIX
连接与协议
IG Client is a comprehensive Rust framework for interacting with the IG broker API.
连接与协议
Real-time arbitrage engine for Solana DEXs with MEV protection, React dashboard and TimescaleDB
做市与 DeFi
A standalone crate for handling financial instrument expiration dates in Rust.
期权与衍生品
Single-symbol CLOB matching engine in Rust — integer-only hot path, deterministic replay, microsecond-class tail latency, framed binary TCP wire.
订单簿与撮合
A Rust library for creating and executing market order strategies with Kafka integration.
连接与协议
Universal AMM engine: build, configure, and operate any Automated Market Maker through a unified interface.
做市与 DeFi
Market Mimic: Synthetic Tick Data Generation with GANs
做市与 DeFi
Rust library for managing trades and market data through the Tradier broker API, designed for high-performance and safety
连接与协议
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
工具与其他
ARPP (Anchored Reference Price Protocol) is an innovative Automated Market Maker (AMM) formula implemented in Rust, designed to reduce price volatility in decentralized exchanges.
做市与 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.
连接与协议
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.
连接与协议
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
连接与协议
This crate provides common structs, traits, and functionality shared across all Deribit API client implementations (FIX, HTTP, WebSocket).
连接与协议
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.
连接与协议
High-performance backtesting engine for options strategies with order-book-level fill simulation
期权与衍生品
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.
连接与协议
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.
做市与 DeFi
Terminal UI for option chains, Greeks and volatility — real-time and backtest replay
期权与衍生品
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.
期权与衍生品
Axum REST and WebSocket backend for option-chain-orderbook with market making, JWT auth and OpenAPI
期权与衍生品
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).
期权与衍生品
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.
做市与 DeFi
Modern iSCSI initiator for Apple Silicon Macs; DriverKit-based, no kexts
工具与其他
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.
期权与衍生品
SvelteKit console for options market making: quotes, depth, risk and executions
期权与衍生品
Custom derive macros for JSON serialization with pretty and simple formatting options.
工具与其他
Virtual Order Book for Uniswap V2
做市与 DeFi
Exchange-in-a-box: local options exchange simulator with realistic matching, FIX/WS/REST APIs and historical replay
订单簿与撮合
Multiping: A concurrent Rust tool to monitor multiple IPs with real-time statistics using custom ping intervals.
工具与其他
Python order book with limit and market order matching, position tracking and futures support
订单簿与撮合
Flask REST API for menus and purchases backed by PostgreSQL and SQLAlchemy, dockerized
工具与其他
Common C++ utility library shared by other projects
工具与其他
Homebrew formulae for joaquinbejar's tools
工具与其他
Native IPTV player for Xtream Codes providers — SwiftUI, macOS/iOS/tvOS, resilient live HLS playback
工具与其他
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.
连接与协议
Lightstreamer C++ Client SDK
连接与协议
Base library to handle connections with PostgreSQL servers
工具与其他
macOS menu bar app that translates selected text in place via DeepL with global hotkeys
工具与其他
Processor framework to collect data from Polygon.io
连接与协议
Simple library to provide color to some logs
工具与其他
Simple library to provide color to some logs
工具与其他
Simple class to handle config by env variables
工具与其他
Simple library to handle a Kafka client
工具与其他
Simple C++ logger with syslog-style severity levels
工具与其他
Simple library to handle a MariaDB client
工具与其他
Simple library to handle a redis client
工具与其他
Simple library to handle call to Polygon.io REST API
连接与协议
Common lib to handle basic data structures
连接与协议
Traefik middleware plugin that serves a sorry page when a trigger file exists
工具与其他
WS2Mongo is a high-performance Rust service for extracting JSON data from WebSocket clients directly into MongoDB, streamlined for real-time data handling.
连接与协议
没有匹配的仓库
请尝试其他主题或编程语言，或清除搜索。