Takopi

binance_l3_est. Uses L2 data's change in time to estimate a L3 order book microstructure on Binance

24h-rollout-effect. Python

glass-rs. Rust implementation of glass: ordered set data structure for client-side order books

ewrls. Exponentially-weighted recursive least squares (EW-RLS) for online linear regression.

squeeze-tail-risk-benchmark. Python

momentum-correction. Python

bitcoin_sessions. How Bitcoin trades across regional market sessions (Asia/UAE/Europe/US) — returns, aggressive flow, volume share & open-interest positioning from cached Binance data.

cloud-torrent-rs. ☁️ Cloud Torrent: a self-hosted remote torrent client

tailslayer-rs. Crate for reducing tail latency in RAM reads

hl-oracle. Rust

toraniko-alpha101. Audited WorldQuant Alpha101 implementation in Toraniko with PnL and paper-figure reports.

signal-return-correlation. Python

watermill.rs. 🦀 Online statistics in Rust

collector. Rust

sstoikov_microprice. Rust

market-maker-rs. A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the mathematical foundations and domain models necessary for building automated market making systems for financial markets.

takoude. A lock-free single-producer, single-consumer (SPSC) ring buffer optimized for low cross-core latency.

failed_experiment-01. Rust

sbe-collector. Rust

bn-edge-bench. Rust

ktls_latency. Rust

tcp_fpl. fuck packet loss