PUBLIC_REPOSITORIES // VERIFIED_SOURCE

Open Source

Open-source libraries powering real trading systems. Fork them, build on them, or engage us to extend them for production.

View on GitHub Get a commercial license

PROJECTS

Open Source Portfolio

Each library is production-grade — the same code powering systematic options trading at Capital Delta and deployed in matching engines and quant research systems.

OrderBook-rs

OPEN_CORE

High-performance L2/L3 order book engine.

503+

·Rust·STABLE

A production-grade limit order book engine written in Rust. Lock-free paths, deterministic matching, L2/L3 market data feeds, and snapshot/recovery semantics. Used as the foundation for matching engines and market data infrastructure.

matching-enginemarket-datalow-latencyrust

GITHUB DOCS CRATES.IO

orderbook-rs/example.rsRUST

1use orderbook::{OrderBook, Order, Side};
2
3let mut book = OrderBook::new("BTC-USD");
4
5book.add_order(Order {
6    id: 1,
7    side: Side::Bid,
8    price: 65_000_00,
9    quantity: 250,
10});
11
12let trades = book.match_order(Order {
13    id: 2,
14    side: Side::Ask,
15    price: 64_999_00,
16    quantity: 100,
17});
18
19println!("executed {} trades", trades.len());

OptionStratLib

OPEN_CORE

Options analytics and strategy library.

236+

·Rust·STABLE

A comprehensive options analytics library: Greeks, implied volatility, strategy P&L simulation, and portfolio-level risk. Built by a practitioner for practitioners — the same library powering Capital Delta.

optionsgreeksvolatilityquant

GITHUB DOCS CRATES.IO

option-strat-lib/example.rsRUST

1use option_strat_lib::prelude::*;
2
3let call = EuropeanOption::new(
4    OptionType::Call,
5    spot(100.0),
6    strike(105.0),
7    rate(0.04),
8    volatility(0.22),
9    tenor_days(30),
10);
11
12let price  = call.black_scholes();
13let greeks = call.greeks();
14
15println!("price={price:.4}  delta={:.4}", greeks.delta);

IronSBE

OPEN_CORE

Zero-allocation Simple Binary Encoding codec.

19+

·Rust·ACTIVE

A zero-allocation SBE codec generator and runtime for Rust. FIX-compatible, schema-driven, and engineered for deterministic wire-format performance in market data and execution paths.

sbefixprotocolmarket-data

GITHUB

EXAMPLE_COMING_SOON

market-maker-rs

Event-driven market making framework.

95+

·Rust·EXPERIMENTAL

An event-driven framework for building market making strategies: inventory management, quote placement, risk limits, and exchange connectors. A reference implementation for systematic liquidity provision.

market-makingstrategytrading

GITHUB

EXAMPLE_COMING_SOON

OPEN_CORE_MODEL

Community vs Commercial

Projects with declared permissive licenses remain open for community use. Advanced features — exchange protocols, exotic pricing, portfolio optimization, certification suites — are available under a commercial license with priority support.

Feature availability in the Community and Commercial editions
Feature	Community	Commercial
Core Order Book (L2/L3)	Included	Included
Basic Matching Modes	Included	Included
Pro Matching Modes (pro-rata, iceberg, auction)	Not included	Included
FIX / SBE Integration	Not included	Included
Options Greeks & Vanilla Pricing	Included	Included
Portfolio Optimization & Exotic Pricing	Not included	Included
IV Surface Calibration	Not included	Included
SBE Codec Generation	Included	Included
Custom Schemas & Compliance Logging	Not included	Included
Benchmark Suites & Certification	Not included	Included
Priority Support & SLA	Not included	Included

Want to contribute?

All repositories accept pull requests under a CLA. File an issue, send a PR, or reach out if you want to discuss a larger contribution or commercial integration.

GITHUB_PROFILE CONTACT_MAINTAINERS

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use orderbook::{OrderBook, Order, Side};

let mut book = OrderBook::new("BTC-USD");

book.add_order(Order {

id: 1,

side: Side::Bid,

price: 65_000_00,

quantity: 250,

});

let trades = book.match_order(Order {

id: 2,

side: Side::Ask,

price: 64_999_00,

quantity: 100,

});

println!("executed {} trades", trades.len());

use option_strat_lib::prelude::*;

let call = EuropeanOption::new(

OptionType::Call,

spot(100.0),

strike(105.0),

rate(0.04),

volatility(0.22),

tenor_days(30),

);

let price = call.black_scholes();

let greeks = call.greeks();

println!("price={price:.4} delta={:.4}", greeks.delta);

Feature

Community

Commercial

Core Order Book (L2/L3)

Basic Matching Modes

Pro Matching Modes (pro-rata, iceberg, auction)

FIX / SBE Integration

Options Greeks & Vanilla Pricing

Portfolio Optimization & Exotic Pricing

IV Surface Calibration

SBE Codec Generation

Custom Schemas & Compliance Logging

Benchmark Suites & Certification

Priority Support & SLA