base on A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python # ninjabook [![Pypi][pypi-badge]][pypi-url] [![Crates.io][crates-badge]][crates-url] [![Documentation][doc-badge]][doc-url] [![MIT licensed][mit-badge]][mit-url] [![Rust][rust-badge]][rust-url] [crates-badge]: https://img.shields.io/crates/v/ninjabook.svg [crates-url]: https://crates.io/crates/ninjabook [pypi-badge]: https://img.shields.io/pypi/v/ninjabook.svg [pypi-url]: https://pypi.org/project/ninjabook [mit-badge]: https://img.shields.io/badge/license-MIT-blue.svg [mit-url]: https://github.com/ninja-quant/ninjabook/blob/main/LICENSE [doc-badge]: https://docs.rs/ninjabook/badge.svg [doc-url]: https://docs.rs/ninjabook [rust-badge]: https://shields.io/badge/rust-1.77.2%2B-blue.svg [rust-url]: https://github.com/ninja-quant/ninjabook A lightweight and high-performance order-book implemented in Rust, designed to process level 2 and trades data. Available in Python and Rust! # Getting started Find Python and Rust `hello_world` programs in the `examples` directory. # Performance Ran a couple of benchmarks showcasing real case scenarios against a naive `Vec` implementation and an orderbook with a fixed size of 500 levels. The benchmarks are run with [300,000 events of level 2 orderbook data](https://github.com/ninja-quant/ninjabook/blob/main/data/norm_book_data_300k.csv) . This data is split in 2 chunks: - First 200,000 events are used to warm up and verify all orderbook versions publish the same BBO and top5 levels. - Last 100,000 for the actual benchmark. The scenarios tested are: - Process events and stream best bid and ask - Process events and stream top5 bids and asks Here are the results: |bench| iterations | time | ns/iter | |--|--|--|--| | ninjabook_bbo | 100,000 | 5.0108 ms | 50.108 ns | | fixed_500_bbo | 100,000 | 49.018 ms | 490.18 ns | | naive_bbo | 100,000 | 90.552 ms | 905.52 ns | | ninjabook_top5 | 100,000 | 11.797 ms | 117.97 ns | | fixed_500_top5 | 100,000 | 54.693 ms | 546.93 ns | | naive_top5 | 100,000 | 95.644 ms | 956.44 ns | # Contributing To add a better version, create a new file, implementing the same methods as `orderbook.rs` (including tests) and add the improved orderbook to the bench `optimal_vs_naive.rs`. Only order books with a better performance than `orderbook.rs` will be considered. Lastly, add performance logs to the Pull Request, can just copy paste what `cargo bench` outputs. Any issues, refactoring, docs and tests are also welcomed. Feel free to reach out [here](https://twitter.com/ninjaquant_) if you have any questions. # Caveats Just some cosmetic improvements need to be done. Refactor `Orderbook` core functions into a `Trait`, add docs and potentially more tests/bench/examples. ", Assign "at most 3 tags" to the expected json: {"id":"9248","tags":[]} "only from the tags list I provide: [{"id":77,"name":"3d"},{"id":89,"name":"agent"},{"id":17,"name":"ai"},{"id":54,"name":"algorithm"},{"id":24,"name":"api"},{"id":44,"name":"authentication"},{"id":3,"name":"aws"},{"id":27,"name":"backend"},{"id":60,"name":"benchmark"},{"id":72,"name":"best-practices"},{"id":39,"name":"bitcoin"},{"id":37,"name":"blockchain"},{"id":1,"name":"blog"},{"id":45,"name":"bundler"},{"id":58,"name":"cache"},{"id":21,"name":"chat"},{"id":49,"name":"cicd"},{"id":4,"name":"cli"},{"id":64,"name":"cloud-native"},{"id":48,"name":"cms"},{"id":61,"name":"compiler"},{"id":68,"name":"containerization"},{"id":92,"name":"crm"},{"id":34,"name":"data"},{"id":47,"name":"database"},{"id":8,"name":"declarative-gui "},{"id":9,"name":"deploy-tool"},{"id":53,"name":"desktop-app"},{"id":6,"name":"dev-exp-lib"},{"id":59,"name":"dev-tool"},{"id":13,"name":"ecommerce"},{"id":26,"name":"editor"},{"id":66,"name":"emulator"},{"id":62,"name":"filesystem"},{"id":80,"name":"finance"},{"id":15,"name":"firmware"},{"id":73,"name":"for-fun"},{"id":2,"name":"framework"},{"id":11,"name":"frontend"},{"id":22,"name":"game"},{"id":81,"name":"game-engine "},{"id":23,"name":"graphql"},{"id":84,"name":"gui"},{"id":91,"name":"http"},{"id":5,"name":"http-client"},{"id":51,"name":"iac"},{"id":30,"name":"ide"},{"id":78,"name":"iot"},{"id":40,"name":"json"},{"id":83,"name":"julian"},{"id":38,"name":"k8s"},{"id":31,"name":"language"},{"id":10,"name":"learning-resource"},{"id":33,"name":"lib"},{"id":41,"name":"linter"},{"id":28,"name":"lms"},{"id":16,"name":"logging"},{"id":76,"name":"low-code"},{"id":90,"name":"message-queue"},{"id":42,"name":"mobile-app"},{"id":18,"name":"monitoring"},{"id":36,"name":"networking"},{"id":7,"name":"node-version"},{"id":55,"name":"nosql"},{"id":57,"name":"observability"},{"id":46,"name":"orm"},{"id":52,"name":"os"},{"id":14,"name":"parser"},{"id":74,"name":"react"},{"id":82,"name":"real-time"},{"id":56,"name":"robot"},{"id":65,"name":"runtime"},{"id":32,"name":"sdk"},{"id":71,"name":"search"},{"id":63,"name":"secrets"},{"id":25,"name":"security"},{"id":85,"name":"server"},{"id":86,"name":"serverless"},{"id":70,"name":"storage"},{"id":75,"name":"system-design"},{"id":79,"name":"terminal"},{"id":29,"name":"testing"},{"id":12,"name":"ui"},{"id":50,"name":"ux"},{"id":88,"name":"video"},{"id":20,"name":"web-app"},{"id":35,"name":"web-server"},{"id":43,"name":"webassembly"},{"id":69,"name":"workflow"},{"id":87,"name":"yaml"}]" returns me the "expected json"