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View fin-stream-cpp project

Matt Busel / fin-stream-cpp

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.

cpp cpp17 market-data feed-handler websocket binance coinbase crypto trading hft low-latency lock-free order-book ohlcv vpin market-micro... cmake c-api Rust algorithmic-...

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Updated Sep 30, 2026

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Updated Sep 30, 2026
View fin-stream-py project

Matt Busel / fin-stream-py

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 market-data websocket binance coinbase crypto trading algorithmic-... ohlcv order-book vpin order-flow-i... market-micro... asyncio pyo3 Rust cryptocurrency real-time tick-data quant

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Updated Sep 30, 2026

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Updated Sep 30, 2026