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.

Owner Repos

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.

Rust
game-theory-trading-strats ★ 10

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.

Python
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.

C++

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Commands referenced in this DOCs, explained below.

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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:

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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:

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pip install

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Install Python packages.

pip install {{package1 package2 ...}}

Install one or more packages:

pip install {{package1 package2 ...}} {{[-U|--upgrade]}}

Upgrade all specified packages to the latest version, installing any that are not already present:

pip install {{package}}=={{version}}

Install a specific version of a package:

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python3

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This command is an alias of `python`.

tldr python

View documentation for the original command:

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rustup

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Install, manage, and update Rust toolchains.
Some subcommands, such as `toolchain`, `target`, `update`, etc. have their own usage documentation.

rustup install nightly

Install the nightly toolchain for your system:

rustup default nightly

Switch the default toolchain to nightly so that the `cargo` and `rustc` commands will use it:

rustup override set nightly

Use the nightly toolchain when inside the current project but leave global settings unchanged:

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wsl

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Manage the Windows Subsystem for Linux.

wsl {{shell_command}}

Start a Linux shell (in the default distribution):

wsl {{[-e|--exec]}} {{command}} {{command_arguments}}

Run a Linux command without using a shell:

wsl {{[-d|--distribution]}} {{distribution}} {{shell_command}}

Specify a particular distribution:

// repository documentation