New article at https://rustquant.dev

“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.

#rustlang #HFT #trading #marketmicrostructure #FIX #ITCH #rustquant