Finance

Core data handling machinery for the Nautilus trading engine

Core functionality for the Nautilus trading engine

Contains shared models, traits and helpers used within the Tycho system

System orchestration for the Nautilus trading engine

Common functionality and machinery for the Nautilus trading engine

Technical indicators for the Nautilus trading engine

Domain model for the Nautilus trading engine

Cryptographic primitives and management for the Nautilus trading engine

Portfolio components and functionality for the Nautilus trading engine

Strategy machinery and controllers for the Nautilus trading engine

Performance analysis and statistics for the Nautilus trading engine

Core execution machinery for the Nautilus trading engine

Core risk management machinery for the Nautilus trading engine

Infrastructure components for the Nautilus trading engine

Data persistence and storage for the Nautilus trading engine

Network communication machinery for the Nautilus trading engine

Core live trading components and machinery for the Nautilus trading engine

Core open deviation bar construction algorithm with temporal integrity guarantees

Data providers for opendeviationbar: Binance, Exness

The Uniswap SDK Core in Rust provides essential functionality for interacting with the Uniswap decentralized exchange

Databento data integration adapter for the Nautilus trading engine

High level binding to quickfix C++ library

Provides tools for encoding and executing swaps against Tycho router and protocol executors.

Uniswap V3 SDK for Rust

Command-line interface for the Nautilus trading engine

Serialization functionality for the Nautilus trading engine

Core backtesting machinery for the Nautilus trading engine

Tardis integration adapter for the Nautilus trading engine

Testing utilities for the Nautilus trading engine

Coinbase International exchange integration adapter for the Nautilus trading engine

Wrapper for reqwest for transparent x402 payments

Computational causality algorithms and utils used in the DeepCausality project.

A library and CLI tool for querying and accessing liquidity data from Tycho indexer.

A Rust implementation of the Interactive Brokers TWS API, providing a reliable and user friendly interface for TWS and IB Gateway. Designed with a focus on simplicity and performance.

Core types for x402 payments: chain identifiers, protocol messages, and facilitator traits

Axum middleware for enforcing x402 protocol payments on protected routes

General purpose financial library and framework for financial modelling, portfolio optimization, and asset pricing.

Real-time streaming engine for open deviation bar processing

Safe low level callback-based async bindings to tigerbeetle client library.

Computational causality library. Provides causality graph, collections, context and causal reasoning.

Official Databento client library

Ethereum specific implementation of core tycho traits

Buy-side FIX engine written in pure Rust

FIX dictionary generation for HotFIX.

An embeddable double sided accounting ledger built on PG/SQLx

Non-lookahead range bar construction for cryptocurrency trading with temporal integrity guarantees

Static ISO3166 Data

Causality discovery DSL for the DeepCausality project.

Pure Rust core indicator library — no PyO3, no numpy dependency

Rust SDK for Odos