Rust in Finance: Building a Scalable High-Frequency Trading Platform from Scratch

As I ventured deeper into the Rust ecosystem, I set my sights on a project that would not only challenge my technical acumen but also push the boundaries of software architecture — a high-frequency trading (HFT) platform. In the high-stakes world of high-frequency trading (HFT), where milliseconds can mean millions, the quest for the ultimate trading platform is relentless. With its relentless demand for speed, low latency and reliability, served as the perfect proving ground for my exploration into Rust’s capabilities and the architectural paradigms that would best harness them.

Inspiration and Architectural Vision

The genesis of this project was fueled by my exploration of various open-source projects, each presenting unique solutions to complex problems. The intricate nature of HFT, with its critical need for speed and precision, presented an ideal canvas to apply my learnings. My aim was to architect a system that not only leveraged Rust’s robust performance capabilities but also embodied adaptability and scalability at its core.

Why Rust?

• Unmatched performance: Rust’s zero-cost abstractions ensure maximum efficiency.
• Memory safety: Rust’s ownership model eliminates common bugs…