#rustquant — Public Fediverse posts

I have added a high-level schema about the limit order book that we will be covering next, check it out at https://rustquant.dev/blog/building-limit-order-book/

Also utteranc.es comments, which I <3

#rustlang #HFT #trading #rustquant

New article at https://rustquant.dev

“Understanding market microstructure in high-frequency trading”
A concise intro to order books, ticks, queues, and latency-sensitive behavior.

Also launched a Resources page with curated links to specs, books & tools:
https://rustquant.dev/resources

Not expert advice, just learning in public.

#rustlang #HFT #trading #marketmicrostructure #FIX #ITCH #rustquant