开源

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());

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);