Greeks, implied volatility, flow, gamma exposure, and order-flow toxicity — delivered as deterministic ticks across live, historical, and replay modes.
Kairos is feed-agnostic by design. The v0.1.0 release ships the ThetaData backend; other providers are on the roadmap and use the same fluent client surface — no rewrite, no vendor lock.
A library that emits the analytics an institutional trading or risk system needs. Runs in your process. No persistence. Single fluent client. The v0.1.0 release consumes ThetaData; the same surface is designed to host additional providers without a client rewrite.
v0.1.0 — inaugural release. See the changelog for what landed; v1.0 marks the first stability-guaranteed surface.
The Rust core runs the analytic hot path; the Python and TypeScript facades pay only the FFI boundary trampoline on top.
| Operation | Rust core | Python facade | TypeScript / Node |
|---|---|---|---|
Spec.default(filter) construct | no FFI cost | 1.30 μs | 8.46 μs |
| Spec field write (three setters) | no FFI cost | 437.5 ns | 1.45 μs |
| FFI getter read loop | no FFI cost | 624.8 ns | 850.4 ns |
Mean wall-clock per iteration on Intel i7-10700KF (powersave governor, 16 threads, 2026-05-21 run). Full report at PERF.
