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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. 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

├── 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

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