Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit

Database for L2 orderbook

Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain.

Basic order matching engine written in Rust

A fast in-memory limit order book (LOB).

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.

The Unlimited Orderbook

A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream

Building a fast matching engine in Rust for efficient processing of an ITCH order book.

An in memory orderbook

High Performance Matching Engine Powered By Tokio

OrderBook implementation in rust

My implementation of "Build a Fintech Platform in Rust"

Centralised Limit Order Book (CLOB) in Rust

Reference implementation of a local order book

Collect orderbook data from crypto exchanges and publish as GRPC

Configurable Automated Limit Order Book

High-performance, concurrent, and lock-free matching engine written in Rust. Designed for ultra-low latency trading systems and scalable exchange infrastructures.

high throughput orderbook written in Rust that handle Limit order/ Market order.

Toy trading exchange engine in Rust