Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
High-Performance Trading Systems in Rust: Build Fast, Reliable Algorithmic Trading Engines

High-Performance Trading Systems in Rust: Build Fast, Reliable Algorithmic Trading Engines

Wakefield, Harrison

Paperback

Investing & FinanceProgramming

ISBN13: 9798253207871
Publisher: Independently Published
Published: Mar 22 2026
Pages: 354
Weight: 1.81
Height: 0.74 Width: 8.50 Depth: 11.00
Language: English
Ever wondered what actually happens between market data arrives and money is made? Or why your perfectly logical trading idea falls apart the moment latency, concurrency, and reality show up? This book exists for that exact moment.

High-Performance Trading Systems in Rust is a practical, no-nonsense (but occasionally sarcastic) guide to building real trading engines-the kind that care about nanoseconds, memory layout, and not crashing at 9:30 AM.

This is not a learn Rust from scratch book. And it's definitely not a get rich quick trading fantasy. This is a systems book for people who want to build fast, reliable, production-grade algorithmic trading infrastructure using Rust-the language that lets you go fast without setting your own data center on fire.

You'll move step-by-step through the complete architecture of a modern trading system:

  • How financial markets actually work under the hood
  • Why most trading system designs fail at scale
  • How Rust's ownership model helps you sleep at night
  • Designing low-latency, event-driven architectures
  • Building high-performance networking pipelines
  • Parsing market data without wasting CPU cycles
  • Implementing fast, correct limit order books
  • Designing latency-sensitive trading strategies
  • Managing orders, risk, and execution logic
  • Writing concurrent code that doesn't deadlock or lie to you
  • Logging, replaying, and backtesting without fooling yourself
  • Testing, profiling, and tuning for real-world performance
  • Deploying and operating trading systems in production

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