RustKernels
GPU-accelerated kernel library for financial services and analytics
Overview
RustKernels provides 106 GPU-accelerated algorithms across 14 domain-specific crates, designed for financial services, compliance, and enterprise analytics. Ported from the DotCompute C# implementation to Rust, using the RingKernel framework.
This is a specialized compute library for financial and enterprise workloads, not a general-purpose GPU compute framework.
Key Features
| Feature | Description |
|---|---|
| 14 Domain Categories | Graph analytics, ML, compliance, risk, treasury, and more |
| 106 Kernels | Comprehensive coverage of financial algorithms |
| Dual Execution Modes | Batch (CPU-orchestrated) and Ring (GPU-persistent) |
| Enterprise Ready | Apache-2.0 license, domain-based feature gating |
| K2K Messaging | Cross-kernel coordination patterns |
| Fixed-Point Arithmetic | Exact financial calculations |
Execution Modes
Kernels operate in one of two modes:
| Mode | Latency | Overhead | State Location | Best For |
|---|---|---|---|---|
| Batch | 10-50μs | Higher | CPU memory | Heavy periodic computation |
| Ring | 100-500ns | Minimal | GPU memory | High-frequency streaming |
Most kernels support both modes. Choose based on your latency requirements.
Domains at a Glance
| Domain | Crate | Kernels | Description |
|---|---|---|---|
| Graph Analytics | rustkernel-graph | 28 | PageRank, community detection, GNN inference, graph attention |
| Statistical ML | rustkernel-ml | 17 | Clustering, NLP embeddings, federated learning, healthcare analytics |
| Compliance | rustkernel-compliance | 11 | AML patterns, KYC, sanctions screening |
| Temporal Analysis | rustkernel-temporal | 7 | Forecasting, anomaly detection, decomposition |
| Risk Analytics | rustkernel-risk | 5 | Credit scoring, VaR, stress testing, correlation |
| Banking | rustkernel-banking | 1 | Fraud pattern matching |
| Behavioral Analytics | rustkernel-behavioral | 6 | Profiling, forensics, event correlation |
| Order Matching | rustkernel-orderbook | 1 | Order book matching engine |
| Process Intelligence | rustkernel-procint | 7 | DFG, conformance, digital twin simulation |
| Clearing | rustkernel-clearing | 5 | Netting, settlement, DVP matching |
| Treasury | rustkernel-treasury | 5 | Cash flow, FX hedging, liquidity |
| Accounting | rustkernel-accounting | 9 | Network generation, reconciliation |
| Payments | rustkernel-payments | 2 | Payment processing, flow analysis |
| Audit | rustkernel-audit | 2 | Feature extraction, hypergraph construction |
Quick Start
Add to your Cargo.toml:
[dependencies]
rustkernel = "0.1.0"
Basic usage:
use rustkernel::prelude::*;
use rustkernel::graph::centrality::PageRank;
// Create a kernel instance
let kernel = PageRank::new();
// Access kernel metadata
let metadata = kernel.metadata();
println!("Kernel: {}", metadata.id);
println!("Domain: {:?}", metadata.domain);
// Execute (batch mode)
let result = kernel.execute(input).await?;Feature Flags
Control which domains are compiled:
# Only what you need
rustkernel = { version = "0.1.0", features = ["graph", "risk"] }
# Everything
rustkernel = { version = "0.1.0", features = ["full"] }
Default features: graph, ml, compliance, temporal, risk.
Requirements
- Rust 1.85 or later
- RustCompute (RingKernel framework)
- CUDA toolkit (optional, falls back to CPU execution)
Project Structure
crates/
├── rustkernel/ # Facade crate, re-exports all domains
├── rustkernel-core/ # Core traits, registry, licensing
├── rustkernel-derive/ # Procedural macros
├── rustkernel-cli/ # Command-line interface
└── rustkernel-{domain}/ # 14 domain-specific crates
Building
# Build entire workspace
cargo build --workspace
# Run all tests
cargo test --workspace
# Test single domain
cargo test --package rustkernel-graph
# Generate API documentation
cargo doc --workspace --no-deps --open
License
Licensed under Apache-2.0. See LICENSE for details.