9
Total Articles
0
Architecture
0
Performance
3
Component
4
Foundations
General resource guide
Basic resources that serve as scaffolding for the HFT Framework
Advanced order types and event sourcing
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.
Building a limit order book in Rust
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.
Schema for building a limit order book in Rust
A high‑level overview of the architecture and core components of a limit order book in a professional HFT framework using Rust.
Understanding market microstructure in high-frequency trading
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.
Curated resources on market microstructure and HFT fundamentals
A collection of trusted books, academic papers, protocol specs, and technical guides to learn more about market microstructure, matching engines, and electronic trading systems.
Phase 1 - Foundations of high-frequency trading with Rust
In this first phase of our journey into building a professional HFT framework in Rust, we focus on deepening our understanding of trading systems, setting realistic goals, and establishing strong technical foundations.
Roadmap: Building a trading framework in Rust
Roadmap for project completion
Building a trading framework in Rust: the initial plan
Initial plan on building a trading framework in Rust