{"repo":"MathisWellmann/lfest-rs","free":true,"listed":false,"github":"https://github.com/MathisWellmann/lfest-rs","clone":"git clone https://github.com/MathisWellmann/lfest-rs.git","description":"Leveraged Futures Exchange for Simulated Trading","language":"Rust","stars":82,"topics":["exchange","trading","leverage","futures","backtesting","backtest","simluation","leveraged-futures-exchange","market"],"license":"AGPL-3.0","category":"trading","readme_excerpt":"Leveraged Futures Exchange for Simulated Trading (LFEST) ======================================================== lfest-rs is a simulated perpetual futures exchange capable of leveraged positions. Its optimizes correctness, performance and simplicity in that order. It can simulate more than 380M trade and 1578M BBa updates per second along with 25M limit order submissions per second (Run cargo bench to see it for your system). You feed in external market data using Bba , Trade , Candle or SmartCandle to update the MarketState , which triggers limit order executions when appropriate. The exchange can be configured using Config and ContractSpecification . This is a personal project, use a your own risk. Features: - :currency\\ exchange: Fixed point arithmetic using [ const-decimal ] crate, for super fast and precise numeric calculations. - :brain: Use of [newtype pattern] to enforce the correct types at function boundaries. This makes it impossible to mistakenly input for example a USD denoted value into a function that expects a BTC denoted value. E.g.: [ BaseCurrency ], [ QuoteCurrency ], [ Fee ], [ Leverage ]. - :satellite: Flexible market data integration through the [ MarketUpdate ] trait. - :heavy\\ check\\ mark: good test coverage and heavy use of assertions, to ensure correctness. - :page\\ with\\ curl: Supports both linear and inverse futures contracts, by simply setting the margin currency to either QuoteCurrency (linear) or BaseCurrency (inverse) - :no\\ entry: Order filte","default_branch":null,"files":null,"tree":[],"storefront":"/r/MathisWellmann","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/MathisWellmann/lfest-rs/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}