fin-primitives-cpp

Project information

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).

cpp cpp17 C trading technical-an... technical-in... algorithmic-... quant finance order-book ohlcv backtesting black-scholes options-greeks Decimal header-only cmake risk-management rust-ffi trading-library

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Created on

September 30, 2026

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