RustQuantA modern Rust-powered framework for building high-frequency trading strategies with performance, precision, and modular design.https://rustquant.dev/Building a high-frequency trading framework in Rust: the initial planhttps://rustquant.dev/blog/0-initial-plan/https://rustquant.dev/blog/0-initial-plan/Comprehensive overview of building an ultra-low latency HFT framework targeting sub-microsecond performance with detailed architectural specificationsSat, 26 Jul 2025 00:00:00 GMTSchema for building a limit order book in Rusthttps://rustquant.dev/blog/building-limit-order-book/https://rustquant.dev/blog/building-limit-order-book/A high‑level overview of the architecture and core components of a limit order book in a professional HFT framework using Rust.Thu, 31 Jul 2025 00:00:00 GMTUnderstanding market microstructure in high-frequency tradinghttps://rustquant.dev/blog/market-microstructure-hft/https://rustquant.dev/blog/market-microstructure-hft/A deep dive into the fundamental mechanics of modern electronic markets. This article explains what happens at the order book level, how spreads, ticks, and depth work, and why microseconds matter in the world of high-frequency trading.Tue, 29 Jul 2025 00:00:00 GMTRoadmap: Building a trading framework in Rusthttps://rustquant.dev/blog/1-project-roadmap/https://rustquant.dev/blog/1-project-roadmap/Roadmap for project completionSun, 27 Jul 2025 00:00:00 GMTAdvanced order types and event sourcinghttps://rustquant.dev/blog/advanced-order-types-and-persistence/https://rustquant.dev/blog/advanced-order-types-and-persistence/We extend our basic limit order book to support iceberg and stop-loss orders, and begin designing persistence via event sourcing to prepare the system for production-grade use.Mon, 04 Aug 2025 00:00:00 GMTBuilding a limit order book in Rusthttps://rustquant.dev/blog/limit-order-book/https://rustquant.dev/blog/limit-order-book/Step-by-step guide to designing and implementing a performant limit order book core for HFT applications using Rust, covering data structures, order matching logic, and best practices.Sat, 02 Aug 2025 00:00:00 GMTPhase 1 Part 2 - Advanced memory management and lock-free optimizationhttps://rustquant.dev/blog/phase-1-part-2-advanced-memory-management/https://rustquant.dev/blog/phase-1-part-2-advanced-memory-management/Advanced techniques for ultra-low latency systems: custom allocators, lock-free data structures, NUMA optimization, and cache-conscious programming for nanosecond performanceWed, 30 Jul 2025 00:00:00 GMTTail latency: Why P99.9 matters more than average in HFThttps://rustquant.dev/blog/tail-latency-hft-systems/https://rustquant.dev/blog/tail-latency-hft-systems/Understanding why tail latency percentiles are critical for high-frequency trading systems and how to measure and optimize them effectivelyMon, 25 Aug 2025 00:00:00 GMTPhase 1 Part 1 - Core infrastructure and nanosecond benchmarkinghttps://rustquant.dev/blog/phase-1-foundations-of-hft-with-rust/https://rustquant.dev/blog/phase-1-foundations-of-hft-with-rust/Building the foundational infrastructure for ultra-low latency HFT systems: project structure, measurement framework, and performance validation with nanosecond precisionMon, 28 Jul 2025 00:00:00 GMTNanosecond precision benchmarking for HFT systems in Rusthttps://rustquant.dev/blog/nanosecond-precision-benchmarking-rust-hft/https://rustquant.dev/blog/nanosecond-precision-benchmarking-rust-hft/Building a comprehensive benchmarking framework for ultra-low latency trading systems using CPU timestamp counters, statistical analysis, and cross-platform timing precisionSat, 23 Aug 2025 00:00:00 GMTUnderstanding NUMA allocators for high-performance systemshttps://rustquant.dev/blog/numa-allocators-beginner/https://rustquant.dev/blog/numa-allocators-beginner/Learn how NUMA-aware memory allocation can dramatically improve performance in multi-core trading systems, with practical Rust examplesTue, 02 Sep 2025 00:00:00 GMT