Bishal | Rust HFT Engineer

Building ultra-low latency trading systems in Rust

HFT | Exchange Microstructure | CEX/DEX

Rust • Linux • Kernel Networking

[Bishal | Rust HFT Engineer @_BISHAL_9]

Rust HFT Week kill list (final):
• Any component from the old Rust playbook
• Partial adoption of any day
• Default allocator, sockets, or timing
• No end-to-end zero-copy pipeline
You either run the full thing or you’re not HFT in 2026.

[Bishal | Rust HFT Engineer @_BISHAL_9]

“Rust HFT Week – Day 7 (April 14 2026): The full production stack. Days 1-6 combined into one Rust HFT engine that delivers sub-20 ns end-to-end matching + exact slot-start TEE bundles on Solana. This is the complete system that actually prints at 1.8M fills/sec in 2026.”

[Bishal | Rust HFT Engineer @_BISHAL_9]

Real result: Rust HFT engine running this exact integrated stack for 102 straight days.
1.8M fills/sec sustained, 19 ns p99 latency, 100% slot capture rate on Solana.
Any missing piece and you drop to 600+ ns and missed bundles. Full stack > everything.

[Bishal | Rust HFT Engineer @_BISHAL_9]

Kill list for Rust HFT Day 6:
• std::time or Instant on hot path
• No per-client leader cache
• Non-monotonic clock
• Pre-build without TSC
Any one and you’re not HFT — you’re just Rust that misses slots.

[Bishal | Rust HFT Engineer @_BISHAL_9]

“Rust HFT Week – Day 6 (April 13 2026): Sub-30 ns matching is worthless if your bundle misses the slot start by 1 ms. The custom monotonic timer + per-client leader schedule cache that pre-builds TEE bundles for exact slot-start execution on Solana.”

[Bishal | Rust HFT Engineer @_BISHAL_9]

Real result: Rust HFT engine running this full stack for 100 straight days.
1.7M fills/sec sustained, 24 ns p99 matching + same-slot execution on every Pump/perp launch.
Untimed versions? 680 ns p99 and 55% missed slot windows. Timing > everything.

[Bishal | Rust HFT Engineer @_BISHAL_9]

Kill list for Rust HFT Day 5:
• Any mutex/RwLock on book
• Scalar matching loop
• Non-atomic SoA updates
• Heap in cross path
Any one and you’re not HFT — you’re just Rust with a slow book.

[Bishal | Rust HFT Engineer @_BISHAL_9]

“Rust HFT Week – Day 5 (April 12 2026): Lock-free order book matching is now mandatory. The exact atomic SoA update + SIMD cross that combines Days 1-4 into sub-30 ns end-to-end matching at 1.6M fills/sec.”

[Bishal | Rust HFT Engineer @_BISHAL_9]

Real result: Rust HFT engine running this exact atomic matcher for 98 straight days.
1.6M fills/sec sustained, 29 ns p99 matching latency.
Mutex versions? 940 ns p99 and lock contention every 12k fills. Lock-free > everything.