Mastodawn

I have added a high-level schema about the limit order book that we will be covering next, check it out at https://rustquant.dev/blog/building-limit-order-book/

Also utteranc.es comments, which I <3

A high‑level overview of the architecture and core components of a limit order book in a professional HFT framework using Rust.

“Understanding market microstructure in high-frequency trading”
A concise intro to order books, ticks, queues, and latency-sensitive behavior.

Also launched a Resources page with curated links to specs, books & tools:
https://rustquant.dev/resources

Not expert advice, just learning in public.

A modern Rust-powered framework for building high-frequency trading strategies with performance, precision, and modular design.