{"repo":"joaquinbejar/quant-trading-system","free":true,"listed":false,"github":"https://github.com/joaquinbejar/quant-trading-system","clone":"git clone https://github.com/joaquinbejar/quant-trading-system.git","description":"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","language":"Rust","stars":18,"topics":["amm","arbitrage","clob","json","trading"],"license":null,"category":"trading","readme_excerpt":"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 feeds Architecture The system follows domain-driven design principles with clear separation of concerns: - Domain : Core business logic (order books, AMM pools, arbitrage detection) - Infrastructure : External concerns (JSON parsing, stream ingestion, metrics) - Application : Use cases and orchestration Thread Safety All data structures use std::sync::RwLock for concurrent access: - Multiple concurrent readers - Single writer exclusion - Atomic snapshots without blocking writers Performance Characteristics - Latency : Sub-microsecond order book operations - Throughput : 1M+ updates/second per symbol - Memory : O(n) where n = number of price levels - Concurrency : Lock-free reads, minimal write contention Contact Joaquín Béjar García - Email: jb@taunais.com - GitHub: joaquinbejar","default_branch":null,"files":null,"tree":[],"storefront":"/r/joaquinbejar","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/joaquinbejar/quant-trading-system/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."}