Is Rust ready for Quant projects in 2021?

This page summarizes the projects mentioned and recommended in the original post on /r/rust4quants
tokio-tungstenite dataframe-library WebSocket Dataframe Websockets

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  • polars

    Dataframes powered by a multithreaded, vectorized query engine, written in Rust

    • Reading around, it looks like polars seems like a good generic Data type. Similar to pandas DataFrame.

  • tokio-tungstenite

    Future-based Tungstenite for Tokio. Lightweight stream-based WebSocket implementation

    • I have experience building distributed systems using microservices, and using message queues, so ZMQ looks like a decent choice. I like Warp & Reqwest for HTTP(s) work. Tokio-tungstenite looks good for Websockets.

  • WorkOS

    The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

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  • alpaca-finance-rs

    A Rust library for interacting with Alpaca.markets

    • I'm using Alpaca as my broker for stocks. I forked an Alpaca API Client.

NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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