TTAPI
A high-performance options trading platform in Rust. Portfolio reference; the application itself is private.
TTAPI is a private Rust workspace that collects, processes and manages options-market data from Tastyworks and dxFeed: symbol universes, market metrics, end-of-day history, live quotes, and the statistics on top. It has been in continuous development since November 2024 (1,300+ commits, 1,270 Rust source files, about 140k lines) and runs daily against the real markets.
At scale, measured
6,705symbols collected in 45 s (vs 2+ h sequential)
4.2MEOD rows analysed in 4 s with Polars LazyFrames
3m 42sfull pipeline, 1.2 GB persisted as Parquet + CSV
800%CPU: eight cores busy, Tokio work-stealing
85%cache hit rate on the second run (TTL system)
20%missing upstream data handled by circuit breakers, run completes
What is in it
Engineering standard
- Workspace of domain crates (core, client, platform, polars, cli, execution, trades, advisor, admin, onboarding, devenv), Polars-inspired separation; sub-30 s builds.
- Structured concurrency: every unstructured spawn eliminated; per-endpoint circuit breakers; exponential backoff with jitter.
- Zero
clippy::pedanticfindings, zero warnings, more than 90 percent test coverage, REUSE-compliant licensing headers. - OAuth2 against Tastyworks; adaptive memory strategies (in-memory, on-disk, filtered Parquet) chosen from the machine's resources.
The source is private (MPL-2.0 headers, SKY, LLC). Licensing inquiries: skylegal@nios.net.