Low-Latency Trading Systems in Rust
In high-frequency trading (HFT), microseconds determine profitability. When an arbitrage opportunity appears—say, a 0.01% price discrepancy between two exchanges—it vanishes within 100-500 microseconds as competing algorithms exploit it. The firm that detects and acts fastest captures the profit; everyone else loses. At this timescale, traditional software engineering practices (dynamic allocation, garbage collection, high-level abstractions) become liabilities. Systems must operate at the edge of hardware capability: cache-line optimization, lock-free algorithms, kernel bypass networking. ...