Rust for High Frequency Trading
For those who work on latency sensitive High Frequency Trading systems, are there plans to use Rust at all? Do you plan to eventually move away from C++ or is it pretty much there to be the primary language for a long time?
Jump Trading AverageAF Jun 8, 2022
New initiatives get to use the best language, but the established products are harder to change.
No plans yet, all the existing code is in C++ and it's very performant with several decades of worth of eng time spent on it. We're not going to throw it all away to switch to a new, sexy language. For newer firms, they're starting out in Rust which is interesting.