Topic
4 results
Today we are open-sourcing Tollgate, a Rust library for quota admission and usage accounting in latency-critical services. It is MIT or Apache-2.0, its crates are on crates.io, and it ships with the evidence we use to…
A Rust options pricing engine usually gets judged by surface area first: how many models, how many Greeks, how fast the implied-volatility solver runs. That is necessary, but it is not enough. The harder question is w…
Market-data infrastructure becomes fragile when every downstream component learns a different venue dialect. One feed calls it a trade condition, another calls it a flag. One stream uses exchange timestamps, another c…
Price-time priority sounds simple until the implementation has to survive real state transitions. Orders arrive, cancel, partially fill, cross multiple price levels, and interact with timestamps, client identifiers, a…