options-pricing-engine-rs

(★ 14)

Low-latency options pricing engine in Rust. BSM, Black-76, Heston, Bates (jumps), Local Vol (Dupire), Monte Carlo (Euler/Andersen QE). Adaptive Gauss-Kronrod CF pricers, full analytic Greeks, forward-mode AD (incl. jump sensitivities), Halley IV solver, LM/DE global calibration, no-arbitrage repair, Rayon parallelism. CI + clippy, 0 warnings.

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MFT/HFT & Market Making suite for Hyperliquid. Features SAC/PPO agent that optimizes Avellaneda-Stoikov inventory control, VPIN & Kyle's Lambda toxicity classification, FIFO queue warfare estimation, spoofing counter, predatory liquidity hunting, and tactical funding arbitrage. Simulation & Live WS runner.

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latency-benchmarking-suite ★ 9

Sub-microsecond latency benchmarks for critical HFT execution stack. Companion to sor-engine & oms-order-management-system. Uses rdtsc + lfence/rdtscp, core pinning, cache warming & zero heap. Measures tick-to-trade (18.4ns p50), orderbook update, cancel/replace, mutex vs seqlock contention. Realistic p50-p9999 tail latency on x86.

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sol-mev-core ★ 3

Solana MEV bot written in Rust. Features triangular arbitrage, Kamino/Solend liquidations, Yellowstone Geyser for real-time streaming, Jito bundles for atomic execution, and Bellman-Ford pathfinding in a modular, low-latency architecture.

Rust

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# Use via CDN

jsDelivr

jsDelivr serves any public GitHub repository as a CDN with zero setup. Pick a version and a file to get a ready-to-paste link and snippet.

Link
Example

Command Glossary

Commands referenced in this DOCs, explained below.

🔍

batch

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Execute commands at a later time when the system load levels permit.
Results will be sent to the user's mail.
See also: `at`, `atq`, `atrm`, `mail`.

batch

Execute commands from `stdin` (press `<Ctrl d>` when done):

systemctl start atd

Start the `atd` daemon:

echo "{{./make_db_backup.sh}}" | batch

Execute a command from `stdin`:

🔍

cargo build

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Compile a local package and all of its dependencies.

cargo {{[b|build]}}

Build the package or packages defined by the `Cargo.toml` manifest file in the local path:

cargo {{[b|build]}} {{[-r|--release]}}

Build artifacts in release mode, with optimizations:

cargo {{[b|build]}} --locked

Require that `Cargo.lock` is up to date:

🔍

cargo clippy

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A collection of lints to catch common mistakes and improve your Rust code.

cargo clippy

Run checks over the code in the current directory:

cargo clippy --locked

Require that `Cargo.lock` is up to date:

cargo clippy --workspace

Run checks on all packages in the workspace:

🔍

cargo run

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Run the current Cargo package.
Note: The working directory of the executed binary will be set to the current working directory.

cargo {{[r|run]}}

Run the default binary target:

cargo {{[r|run]}} --bin {{name}}

Run the specified binary:

cargo {{[r|run]}} --example {{name}}

Run the specified example:

🔍

cargo test

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Execute the unit and integration tests of a Rust package.

cargo {{[t|test]}} {{test_name}}

Only run tests containing a specific string in their names:

cargo {{[t|test]}} -- --test-threads {{count}}

Set the number of simultaneous running test cases:

cargo {{[t|test]}} {{[-r|--release]}}

Test artifacts in release mode, with optimizations:

# Project Badges

// repository documentation