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High-Frequency Trading Systems in Rust: Ultra-Low-Latency Architecture, Order Flow Analytics, and Exchange Connectivity: Building Deterministic, Real-
Paperback
Investing & FinanceProgramming
Publisher: Independently Published
Published: Nov 21 2025
Pages: 600
Weight: 1.74
Height: 1.21 Width: 6.00 Depth: 9.00
Language: English
High-frequency trading demands absolute speed, flawless execution, and systems engineered for microscopic latency budgets. High-Frequency Trading Systems in Rust is your complete guide to building next-generation trading infrastructure using one of the fastest and safest systems languages ever created.
Designed for quantitative developers, systematic traders, Rust engineers, and anyone architecting real-time financial systems, this book takes you inside the core of ultra-low-latency design. You'll learn how to construct deterministic event loops, optimize memory pathways, reduce jitter, process market data feeds at wire velocity, and build exchange connectors capable of surviving production-grade throughput.
Moving far beyond toy examples, this book walks you through the architecture of real HFT components:
- Market data ingestion pipelines
- Order flow analytics and queue modeling
- Limit order book reconstruction
- Matching engine replicas
- Real-time risk checks
- Ultra-lightweight execution agents
- Cross-exchange connectivity and failover
- Latency benchmarking, tuning, and micro-optimization
Every chapter blends Rust's performance advantages with practical HFT engineering principles, showing you how to implement lock-free concurrency, memory-safe buffer management, and deterministic async workflows without sacrificing speed.
Whether you're migrating legacy C++ infrastructure, building a fully automated trading system, or stepping into low-latency development for the first time, this book gives you the tools to engineer systems that operate at institutional scale and speed.
If you're serious about Rust, and serious about trading, this is the blueprint.
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