Crate rt_hft_engine 

RT HFT Engine

Sub-microsecond high-frequency trading engine optimized for vintage hardware.

Performance Achievements

Tested on Dell XPS 13 9350 (2015):

• 337 nanoseconds minimum latency
• 3.3 microseconds average latency
• 8.7 microseconds P99 latency
• ±0.8 microseconds jitter

Hardware Stack

• CPU: Intel i7-6560U Skylake (2C/4T @ 2.2GHz)
• RAM: 8GB DDR4-2133
• Network: Intel AX210 WiFi 6E
• Storage: 256GB NVMe SSD
• Total Cost: ~$500 (used, 2015)

Software Optimizations

• OS: CachyOS (Arch Linux based)
• Kernel: linux-cachyos-bore 6.11+ (RT-PREEMPT)
• TCP: BBRv3 congestion control
• Scheduler: BORE (Burst-Oriented Response Enhancer)
• Language: Rust 1.70+ (zero-cost abstractions)

Re-exports

pub use engine::HFTEngine;

pub use engine::EngineConfig;

pub use engine::EngineError;

pub use order_book::OrderBook;

pub use order_book::Order;

pub use order_book::OrderSide;

pub use order_book::OrderType;

Modules

engine

Core HFT engine implementation with RT optimizations

execution

Order execution engine

market_data

Market data structures and handlers

order_book

High-performance lock-free order book implementation

risk

Risk management system

strategy

Trading strategy framework

Constants

VERSION

Version information

Type Aliases

Result

Main result type for engine operations