{"repo":"joaquinbejar/Option-Chain-OrderBook","free":true,"listed":false,"github":"https://github.com/joaquinbejar/Option-Chain-OrderBook","clone":"git clone https://github.com/joaquinbejar/Option-Chain-OrderBook.git","description":"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.","language":"Rust","stars":24,"topics":["finance","market-making","option-pricing","options","options-trading","orderbook","trading"],"license":null,"category":"trading","readme_excerpt":"Option Chain Order Book - Options Market Making Infrastructure 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. Key Features - Lock-Free Architecture : Built on OrderBook-rs's lock-free data structures for maximum throughput in high-frequency trading scenarios. - Hierarchical Order Book Structure : Multi-level organization from underlying assets down to individual option contracts. - Multi-Expiration Option Chain Management : Handle hundreds of options across multiple strikes and expirations simultaneously. - Real-Time Order Book per Option : Individual order books for each option contract with full depth, powered by OrderBook-rs. - Thread-Safe Concurrent Access : Uses SkipMap for lock-free concurrent access to order books across multiple threads. - OptionStratLib Integration : Use Greeks calculation, ExpirationDate , OptionStyle , and pricing models directly from OptionStratLib. - Result-Based Error Handling : All fallible operations return Result with descriptive error types. Architecture The library follows a hierarchical structure for option chain management: This architecture enables: - Efficient aggregation of Greeks and positions at any level - Fast lookup of specific option contracts - Scalable management of large option chains - ATM strike lookup at any level - Statistics aggregation across the hierarchy Module Structure Module De","default_branch":null,"files":null,"tree":[],"storefront":"/r/joaquinbejar","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/joaquinbejar/Option-Chain-OrderBook/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."}