{"repo":"galafis/rust-hft-trading-engine","free":true,"listed":false,"github":"https://github.com/galafis/rust-hft-trading-engine","clone":"git clone https://github.com/galafis/rust-hft-trading-engine.git","description":"High-Frequency Trading Engine in Rust with order matching, market data processing, and risk management","language":"Rust","stars":10,"topics":["algorithmic-trading","financial-engineering","fintech","quantitative-trading","rust","data-engineering","data-science","finance","high-frequency-trading","low-latency"],"license":"MIT","category":"trading","readme_excerpt":"📈 Rust Hft Trading Engine High-Frequency Trading Engine in Rust with order matching, market data processing, and risk management English Português --- English 🎯 Overview Rust Hft Trading Engine is a production-grade Rust application that showcases modern software engineering practices including clean architecture, comprehensive testing, containerized deployment, and CI/CD readiness. The codebase comprises 1,423 lines of source code organized across 13 modules , following industry best practices for maintainability, scalability, and code quality. ✨ Key Features - 📈 Strategy Engine : Multiple trading strategy implementations with configurable parameters - 🔄 Backtesting Framework : Historical data simulation with realistic market conditions - 📊 Performance Analytics : Sharpe ratio, Sortino ratio, maximum drawdown, and more - ⚡ Real-time Processing : Low-latency data processing optimized for market speed - 🐳 Containerized : Docker support for consistent deployment - 🏗️ Object-Oriented : 11 core classes with clean architecture 🏗️ Architecture 🚀 Quick Start Prerequisites - Rust 1.75+ (via rustup) - Cargo (included with Rust) Installation Running 📁 Project Structure 📊 Performance Metrics The engine calculates comprehensive performance metrics: Metric Description Formula -------- ------------- --------- Sharpe Ratio Risk-adjusted return (Rp - Rf) / σp Sortino Ratio Downside risk-adjusted return (Rp - Rf) / σd Max Drawdown Maximum peak-to-trough decline max(1 - Pt/Pmax) Win","default_branch":null,"files":null,"tree":[],"storefront":"/r/galafis","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/galafis/rust-hft-trading-engine/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."}