High Frequency Trading with Rust (Paperback)
Danny Munrow
Sold by CitiRetail, Stevenage, United Kingdom
AbeBooks Seller since June 29, 2022
New - Soft cover
Condition: New
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Add to basketSold by CitiRetail, Stevenage, United Kingdom
AbeBooks Seller since June 29, 2022
Condition: New
Quantity: 1 available
Add to basketPaperback. Reactive PublishingHigh-frequency trading systems succeed or fail on nanoseconds of latency, deterministic behavior under load, and the ability to exploit concurrency without introducing nondeterministic performance cliffs. High Frequency Trading with Rust gives practitioners a detailed blueprint for building ultra-low-latency trading engines using Rust's safety guarantees, lock-free data structures, and exchange-aware architectures.Inside, readers learn how to design deterministic execution pipelines, exploit memory models for predictable throughput, and build lock-free components that handle thousands of events per millisecond without deadlocks or contention stalls. Real-world examples demonstrate how modern HFT shops construct order books, risk checks, matching logic, connectivity layers, and venue-specific optimizations that respect microstructure constraints, jitter behavior, and exchange APIs.You will learn how to: - Engineer deterministic pipelines for predictable latency under burst load- Build lock-free queues, ring buffers, and concurrent data structures in Rust- Optimize for memory locality, cache coherence, and branch predictability- Implement exchange connectivity, symbol routing, and session management- Benchmark microstructure logic for worst-case path performance- Integrate risk checks and guardrails without breaking deterministic timing- Deploy exchange-optimized code paths for equities, futures, and options- Use Rust's ownership model to eliminate whole classes of concurrency bugsWho this book is for: Developers, quants, and infrastructure engineers building serious trading systems, matching engines, or market connectivity layers. Readers should be comfortable with systems programming, concurrency, and basic market microstructure concepts.This is not another high-level trading book. It is a practical, performance-oriented guide to the engineering reality of modern HFT, focused on the systems, code, and microstructure details that matter. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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High-frequency trading systems succeed or fail on nanoseconds of latency, deterministic behavior under load, and the ability to exploit concurrency without introducing nondeterministic performance cliffs. High Frequency Trading with Rust gives practitioners a detailed blueprint for building ultra-low-latency trading engines using Rust’s safety guarantees, lock-free data structures, and exchange-aware architectures.
Inside, readers learn how to design deterministic execution pipelines, exploit memory models for predictable throughput, and build lock-free components that handle thousands of events per millisecond without deadlocks or contention stalls. Real-world examples demonstrate how modern HFT shops construct order books, risk checks, matching logic, connectivity layers, and venue-specific optimizations that respect microstructure constraints, jitter behavior, and exchange APIs.
You will learn how to:
• Engineer deterministic pipelines for predictable latency under burst load
• Build lock-free queues, ring buffers, and concurrent data structures in Rust
• Optimize for memory locality, cache coherence, and branch predictability
• Implement exchange connectivity, symbol routing, and session management
• Benchmark microstructure logic for worst-case path performance
• Integrate risk checks and guardrails without breaking deterministic timing
• Deploy exchange-optimized code paths for equities, futures, and options
• Use Rust’s ownership model to eliminate whole classes of concurrency bugs
Who this book is for:
Developers, quants, and infrastructure engineers building serious trading systems, matching engines, or market connectivity layers. Readers should be comfortable with systems programming, concurrency, and basic market microstructure concepts.
This is not another high-level trading book. It is a practical, performance-oriented guide to the engineering reality of modern HFT, focused on the systems, code, and microstructure details that matter.
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