fin-stream-cpp

Project information

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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MIT License
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Created on

September 30, 2026

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