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{ "item_title" : "Coding High-Speed Trading Systems in Rust", "item_author" : [" Joshua Arebalo "], "item_description" : "Most books about high-frequency trading begin with strategies. This one begins with the failures that destroy real systems.Coding High-Speed Trading Systems in Rust is a practical field guide to designing event-driven trading software that remains correct when market data is stale, tasks race, transactions time out, fills are partial, databases restart, and local state disagrees with the outside world.Drawing on lessons from building and repeatedly restructuring Quasar Speed Trader, Josh Arebalo explains how to normalize market events, partition state, control backpressure, compose strategies and gates, reserve risk atomically, prevent duplicate orders, reconcile ambiguous submissions, calculate canonical PnL, and build simulations that include the friction real trading systems face.The book includes Rust implementation patterns, architectural diagrams, exercises, a miniature Rust 2021 engine, selected solutions, a 30-day build plan, and a production-readiness checklist. It is written for developers who want to move beyond trading scripts and understand the engineering required to build a reliable trading system.", "item_img_path" : "https://covers2.booksamillion.com/covers/bam/9/79/818/661/9798186619017_b.jpg", "price_data" : { "retail_price" : "19.65", "online_price" : "19.65", "our_price" : "19.65", "club_price" : "19.65", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Coding High-Speed Trading Systems in Rust|Joshua Arebalo

Coding High-Speed Trading Systems in Rust : Architecture, State, Risk, Execution, Observability, and a Miniature Event-Driven Engine

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Overview

Most books about high-frequency trading begin with strategies. This one begins with the failures that destroy real systems.

Coding High-Speed Trading Systems in Rust is a practical field guide to designing event-driven trading software that remains correct when market data is stale, tasks race, transactions time out, fills are partial, databases restart, and local state disagrees with the outside world.

Drawing on lessons from building and repeatedly restructuring Quasar Speed Trader, Josh Arebalo explains how to normalize market events, partition state, control backpressure, compose strategies and gates, reserve risk atomically, prevent duplicate orders, reconcile ambiguous submissions, calculate canonical PnL, and build simulations that include the friction real trading systems face.

The book includes Rust implementation patterns, architectural diagrams, exercises, a miniature Rust 2021 engine, selected solutions, a 30-day build plan, and a production-readiness checklist. It is written for developers who want to move beyond trading scripts and understand the engineering required to build a reliable trading system.

This item is Non-Returnable

Details

  • ISBN-13: 9798186619017
  • ISBN-10: 9798186619017
  • Publisher: Independently Published
  • Publish Date: July 2026
  • Dimensions: 10 x 7 x 0.13 inches
  • Shipping Weight: 0.3 pounds
  • Page Count: 50

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