Deterministic Trading Engines in Rust: Real-Time Execution, Exchange Connectivity, and Ultra-Low-Latency System Design - Couverture souple

Van Der Post, Hayden; Crossley, Ethan

Couverture souple

ISBN 13 : 9798244258806

Editeur : Independently published, 2026

Synopsis

Reactive Publishing

Deterministic Trading Engines in Rust is a deep dive into the architecture, theory, and hard engineering decisions behind building execution systems that never guess, never jitter, and never stall. Written for quants, HFT engineers, and systems-level practitioners, it treats ultra-low-latency trading as a software discipline rather than a black art.

You walk through the full stack: deterministic event loops, memory access patterns, lock-free data structures, timestamp precision, kernel bypass, multi-exchange connectivity, and packet-level execution. The book treats Rust not as a novelty, but as an industrial tool for latency-sensitive infrastructure that demands memory control, type safety, and predictable performance. Real-time orchestration, queueing semantics, and deterministic scheduling are unpacked with the sobriety of production engineering rather than marketing hype.

From market data normalization and matching engines to FIX gateways, binary protocols, and venue-specific microstructure, each component is shown in context of the full lifecycle of an order: birth, transit, fill, and post-trade accounting. Benchmarks, profiling strategies, and architectural tradeoffs (kernel vs user space, persistent vs transient buffers, busy waiting vs interrupting, immutable snapshots vs mutable state) are explained with clarity and respect for reality.

Readers have an integrated blueprint for building execution stacks that are composable, testable, exchange-aware, and designed for sub-microsecond decisioning. It is both a conceptual manual and a pragmatic build guide for the next generation of deterministic financial systems.

Détails de l'édition

• Éditeur: Independently published
• Date d'édition: 2026
• Langue: anglais
• ISBN 13: 9798244258806
• Reliure: Tapa blanda
• Nombre de pages: 397
• Éditeur: Schwartz Alice
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible