MathisWellmann/lfest-rs

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.

Connect to RithmicAPI using Rust for Algorithmic Trading

Fully functioning fast Limit Order Book written in Python

A full-stack exchange simulation with an in-memory order book, matching engine, WebSocket-based market data, and a trading UI, built to study high-frequency trading systems.

From-scratch limit order book + matching engine in Rust. ~100 ns book ops replaying 104M operations from real NASDAQ ITCH 5.0 data; 143-fill sweeps in 2 µs. Binary OUCH order entry, 10 µs order-to-ack.

High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust

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.