A Rust macro that brings JavaScript-like optional chaining to Rust.
A high-performance Rust library for options market making infrastructure, providing a complete Option Chain Order Book system built on top of OrderBook-rs, PriceLevel, and OptionStratLib.
REST API backend for Option Chain OrderBook
A macro for using `?` operator in functions that don't return `Option`.
The rust language implementation of forge grpc client
Unofficial Rust client library for the DhanHQ Broker API v2 — orders, market data, WebSocket feeds, and more
Proc-macro derive to generate keypath methods using rust-keypaths (static dispatch)
A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
A fast, reliable command-line tool for downloading options chain data from Yahoo Finance. Features include Black-Scholes Greeks calculation (Delta, Gamma, Theta, Vega, Rho), filtering by expiration date, strike range, and ITM/OTM status. Supports multiple symbols with combined output, JSON/CSV export formats, and built-in rate limiting. Ideal for options analysis, volatility screening, and quantitative trading workflows.
Istanbul-compatible JavaScript/TypeScript coverage instrumentation using the Oxc AST
Istanbul-compatible source-map remap for FileCoverage (port of istanbul-lib-source-maps)
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