T

trading

Rust service that keeps a live, correctly sequenced Binance spot order book in memory and serves it over HTTP, WebSocket and Prometheus.

Rust market data library: Binance, Coinbase, Alpaca and Polygon WebSocket trades normalized to one exact-decimal tick, a lock-free ring buffer, OHLCV bars, order books, feed health checks and replay.

Rust trading library: exact decimal prices, a level-2 order book, ticks to OHLCV candles, 700+ streaming technical indicators, Black-Scholes Greeks, a position ledger and risk limits. Checked types, no panics.

Self-hosted trading journal and portfolio tracker for options and stocks. AGPL-3.0 https://thetaforge.de

Free CLI that audits a backtest's execution assumptions (stop-fill slippage, gap-through, fee tier). Finds the silent inflators in freqtrade / backtesting.py results. Reproducible script included.

C++ market data feed handler library: live Binance and Coinbase WebSocket trades, Binance/Coinbase/Alpaca/Polygon trade normalization with exact decimals, lock-free SPSC ring, OHLCV bars, order books, feed health, OFI and VPIN. C++17 header + C API over the fin-stream Rust core, prebuilt, CMake FetchContent.

C++ trading library with exact decimals: header-only C++17 API and C API for 740 technical indicators, an L2 order book, OHLCV candles, Black-Scholes Greeks, position ledger, risk rules and a backtester. Rust-powered (fin-primitives).

Python crypto WebSocket market data: live Binance and Coinbase trades, Binance/Coinbase/Alpaca/Polygon trade normalization with exact decimals, OHLCV bars, order books, feed health, order flow imbalance (OFI) and VPIN. Rust core (fin-stream), prebuilt wheels, pip install fin-stream.

Python technical indicators library and trading toolkit with exact decimals: 740 streaming indicators, L2 order book, ticks to OHLCV candles, position ledger, risk rules, Black-Scholes Greeks, backtester. Rust-powered (fin-primitives).

Python SDK for Special Relativity Financial Modeling: Lorentz factors, spacetime intervals and geodesic signals on OHLCV data with pandas.

C++ experiment that reads a GPT-4o token stream over a raw TLS socket and maps each token through a sentiment weight dictionary into a live trading signal. Research code.

Reddit sentiment options signals in Python: turns trending wallstreetbets and stock posts into credibility-scored options trade ideas with an NLP pipeline, LLM reasoning, dashboard and API. Offline demo. Not financial advice.

Bitcoin trading research: a D3QN, DoubleDQN and TwinD3QN reinforcement learning ensemble on 1-second BTC order-book data with DeepSeek LLM news sentiment. FinRL contest Task 1. One-command demo on bundled data. Not financial advice.

Special relativity for market data: C++20 library and Linux/Windows tools that label stock and crypto price bars timelike or spacelike using beta, the Lorentz factor and the spacetime interval. Research code, not financial advice.

Quant research lab using special relativity maths on market data: labels price bars timelike or spacelike, detects black-hole wells, with backtests, Monte Carlo and paper trading. One-command Python demo. Research code, not financial advice.

MetaTrader 5 in a real Windows VM (Docker + QEMU/KVM), driven over REST + MCP — programmatic trading plus server-side TA: OHLC bars enriched with RSI/MACD/Bollinger/ADX/VWAP/Ichimoku/Order Blocks/FVGs (primitives, not signals). Typed MCP tools mirror the whole surface. Multi-broker, multi-account. No Wine bullshit.

Apple Quant is a trading platform focused on algorithmic strategies.

Typed client (TS + Python) for the RiskState Trading Playbook Engine — a registry of locked crypto setups & which fire now for BTC/USD & ETH/USD, gated by structure + risk. Public, no key. The strategist engine.

Typed client (TS + Python) for the RiskState Market Structure Engine — structural events, structural map & a governed playbook for BTC/USD & ETH/USD. The navigator engine.

Dependency-free technical-analysis utilities in pure Python — ATR, VWAP, RSI and order-flow, fully typed and unit-tested.