PUBLIC_REPOSITORIES // MIT / APACHE-2.0

Open Source

Rust libraries powering real trading systems. Fork them, build on them, or engage us to extend them for production.

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PROJECTS

Open Source Portfolio

Each library is production-grade — the same code powering systematic options trading at Capital Delta and deployed in matching engines and quant research systems.

OrderBook-rs

OPEN_CORE

High-performance L2/L3 order book in Rust.

0+
·Rust·STABLE

A production-grade limit order book engine written in Rust. Lock-free paths, deterministic matching, L2/L3 market data feeds, and snapshot/recovery semantics. Used as the foundation for matching engines and market data infrastructure.

matching-enginemarket-datalow-latencyrust
GITHUBDOCS CRATES.IO
orderbook-rs/example.rsRUST
1use orderbook::{OrderBook, Order, Side};
2

3let mut book = OrderBook::new("BTC-USD");
4

5book.add_order(Order {
6    id: 1,
7    side: Side::Bid,
8    price: 65_000_00,
9    quantity: 250,
10});
11

12let trades = book.match_order(Order {
13    id: 2,
14    side: Side::Ask,
15    price: 64_999_00,
16    quantity: 100,
17});
18

19println!("executed {} trades", trades.len());

OptionStratLib

OPEN_CORE

Options analytics and strategy library.

0+
·Rust·STABLE

A comprehensive options analytics library: Greeks, implied volatility, strategy P&L simulation, and portfolio-level risk. Built by a practitioner for practitioners — the same library powering Capital Delta.

optionsgreeksvolatilityquant
GITHUBDOCS CRATES.IO
option-strat-lib/example.rsRUST
1use option_strat_lib::prelude::*;
2

3let call = EuropeanOption::new(
4    OptionType::Call,
5    spot(100.0),
6    strike(105.0),
7    rate(0.04),
8    volatility(0.22),
9    tenor_days(30),
10);
11

12let price  = call.black_scholes();
13let greeks = call.greeks();
14

15println!("price={price:.4}  delta={:.4}", greeks.delta);

IronSBE

OPEN_CORE

Simple Binary Encoding (SBE) codec for Rust.

0+
·Rust·ACTIVE

A zero-allocation SBE codec generator and runtime for Rust. FIX-compatible, schema-driven, and engineered for deterministic wire-format performance in market data and execution paths.

sbefixprotocolmarket-data
GITHUBDOCS
EXAMPLE_COMING_SOON

market-maker-rs

Event-driven market making framework.

0+
·Rust·EXPERIMENTAL

An event-driven framework for building market making strategies: inventory management, quote placement, risk limits, and exchange connectors. A reference implementation for systematic liquidity provision.

market-makingstrategytrading
GITHUB
EXAMPLE_COMING_SOON
OPEN_CORE_MODEL

Community vs Commercial

Core engines are permissively licensed. Advanced features — exchange protocols, exotic pricing, portfolio optimization, certification suites — are available under a commercial license with priority support.

FEATURE
COMMUNITY
COMMERCIAL
Core Order Book (L2/L3)
Basic Matching Modes
Pro Matching Modes (pro-rata, iceberg, auction)
FIX / SBE Integration
Options Greeks & Vanilla Pricing
Portfolio Optimization & Exotic Pricing
IV Surface Calibration
SBE Codec Generation
Custom Schemas & Compliance Logging
Benchmark Suites & Certification
Priority Support & SLA

Want to contribute?

All repositories accept pull requests under a CLA. File an issue, send a PR, or reach out if you want to discuss a larger contribution or commercial integration.

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