Building Real-Time Trading Systems: Why We Abandoned Go for Rust
The article discusses the transition from Go to Rust for building real-time trading systems. It highlights the significant performance improvements achieved, particularly in execution latency, which is crucial for high-frequency trading. The decision was driven by the need for microsecond-level performance to avoid costly missed trading opportunities.
- ▪The trading system missed a $2.3 million arbitrage opportunity due to a 47 microsecond delay.
- ▪After switching to Rust, the average execution latency dropped from 89 microseconds to 12 microseconds.
- ▪High-frequency trading requires execution times under 40 microseconds to remain competitive.
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try { if(localStorage) { let currentUser = localStorage.getItem('current_user'); if (currentUser) { currentUser = JSON.parse(currentUser); if (currentUser.id === 3844864) { document.getElementById('article-show-container').classList.add('current-user-is-article-author'); } } } } catch (e) { console.error(e); } speed engineer Posted on May 20 • Originally published at Medium Building Real-Time Trading Systems: Why We Abandoned Go for Rust #architecture #go #performance #rust The microsecond-level performance data that forced our complete architectural rewrite Building Real-Time Trading Systems: Why We Abandoned Go for Rust The microsecond-level performance data that forced our complete architectural rewrite When microseconds determine millions in profit, the choice between Rust and Go…
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