https://github.com/sh4ka/rustquant
Development blog for RustQuant HFT framework
https://github.com/sh4ka/rustquant
blog hft rust
Last synced: 5 months ago
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Development blog for RustQuant HFT framework
- Host: GitHub
- URL: https://github.com/sh4ka/rustquant
- Owner: sh4ka
- Created: 2025-07-26T05:52:47.000Z (12 months ago)
- Default Branch: master
- Last Pushed: 2025-09-05T05:29:14.000Z (11 months ago)
- Last Synced: 2025-09-05T07:23:47.784Z (11 months ago)
- Topics: blog, hft, rust
- Language: Astro
- Homepage: https://rustquant.dev
- Size: 563 KB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# Rust HFT Framework (To-Do)
> A high-performance, extensible trading library for building ultra-low-latency systems in Rust.
## 🚀 Overview
**Rust HFT Framework** is an open-source initiative to develop a robust, production-ready library for algorithmic and high-frequency trading, entirely written in [Rust](https://www.rust-lang.org/). It combines the safety and performance of Rust with trading-specific abstractions to serve as both a learning platform and a professional toolset.
This repository also includes a growing collection of educational articles and examples to support those who want to learn HFT concepts while building practical systems in Rust.
## 📚 Features
- Modular, extensible architecture for custom trading strategies
- Market data feed handlers (planned: FIX, WebSocket, UDP)
- Low-latency event loop and task scheduling
- Order management subsystem
- Risk control and position tracking
- Real-time metrics and monitoring
- Plug-in support for backtesting and simulation
## 🧱 Project Structure
```text
├── core/ # Core abstractions and traits (order books, events, etc.)
├── engines/ # Execution and matching engines
├── feeds/ # Market data connectors (e.g. Binance, Coinbase)
├── strategies/ # Example trading strategies
├── examples/ # Minimal working examples
├── articles/ # Educational content in Markdown format
├── tests/ # Unit and integration tests
├── Cargo.toml
└── README.md