Joaquin Bejar Garcia

OrderBook-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.

OptionStratLib. OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.

market-maker-rs. A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the mathematical foundations and domain models necessary for building automated market making systems for financial markets.

PriceLevel. 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.

Option-Chain-OrderBook. A high-performance Rust library for options market making infrastructure, providing a complete Option Chain Order Book system built on top of OrderBook-rs, PriceLevel, and OptionStratLib.

quant-trading-system. A high-performance, thread-safe quantitative trading system implementing: CLOB (Central Limit Order Book) L2 order books with fast top-of-book access AMM (Automated Market Maker) pools with price impact calculations Real-time arbitrage detection between venues Concurrent stream ingestion with backpressure handling JSON parsing for market data feed

deribit-fix. A comprehensive FIX protocol client framework for Deribit cryptocurrency exchange. This library provides a reusable foundation for building trading applications that connect to Deribit using the FIX protocol.

DXlink. dxlink is a Rust client library for the DXLink WebSocket protocol used by tastytrade for real-time market data. This library provides a clean and type-safe API for connecting to DXLink servers, subscribing to market events, and processing real-time market data.

OptionChain-Simulator. A lightweight RESTful simulator for option chains that evolves over time with each API request. Useful for testing trading algorithms, visualizations, and analytics pipelines without relying on real-time market data. NO PRODUCTION READY YET

alpaca-rs. Rust

ig-client. IG Client is a comprehensive Rust framework for interacting with the IG broker API.

IronFix. IronFix is a robust and efficient Rust-based implementation of the Financial Information eXchange (FIX) protocol, designed for secure and high-performance financial messaging.

CLMM-Liquidity-Provider. ALPHA version!! - A strategy optimization system for liquidity providers on Solana CLMMs (Raydium CLMM, Orca Whirlpools, and Meteora DLMM). It analyzes pools, calculates impermanent loss in real-time, and suggests optimal positions based on volatility, volume, and asset correlation.

DeFi-Arbitrage-Engine. Rust

tastytrade. Rust library for stock market trading through tastytrade's API

MarketMimic. Market Mimic: Synthetic Tick Data Generation with GANs

tradier. Rust library for managing trades and market data through the Tradier broker API, designed for high-performance and safety

StrategyExecutionEngine. A Rust library for creating and executing market order strategies with Kafka integration.

lightstreamer-rs. Lightstreamer TLCP (Text-based Live Connections Protocol). It provides a robust client SDK to interact with Lightstreamer servers, enabling real-time data streaming for financial applications, IoT systems, and other use cases requiring live data updates. While it was initially developed to support the ig

deribit-http. This crate provides a HTTP REST API client for the Deribit trading platform. It implements the common traits from `deribit-base` and provides methods for all REST API endpoints.

ARPP. ARPP (Anchored Reference Price Protocol) is an innovative Automated Market Maker (AMM) formula implemented in Rust, designed to reduce price volatility in decentralized exchanges.

deribit-websocket. This crate provides a WebSocket client for the Deribit trading platform. It implements the common traits from `deribit-base` and provides real-time market data and trading functionality through WebSocket connections.

py-defi-amm. This project implements a Decentralized Finance (DeFi) Automated Market Maker (AMM) model. It includes a basic AMM implementation, risk management features, and a simulation environment to test the model under various market conditions.

deribit-base. This crate provides common structs, traits, and functionality shared across all Deribit API client implementations (FIX, HTTP, WebSocket).

deribit-api. Go library for Deribit's v2 API.

pretty-simple-display. Custom derive macros for JSON serialization with pretty and simple formatting options.

UniswapV2-VOB. Virtual Order Book for Uniswap V2

positive. A type-safe wrapper for guaranteed positive decimal values. This crate provides the Positive type, which encapsulates a Decimal value and ensures through its API that the contained value is always positive (greater than or equal to zero).

RustQuant. Rust library for quantitative finance.

OrderBookEngine. Python

multiping. Multiping: A concurrent Rust tool to monitor multiple IPs with real-time statistics using custom ping intervals.