Building a Complete Trading Stack in Rust: From Market Data to Order Execution: Architecting End-to-End Algorithmic Trading Systems with Deterministic

By Ethan Crossley

Reactive Publishing

Building a Complete Trading Stack in Rust: From Market Data to Order Execution is a practical, systems-level guide to designing and implementing professional-grade trading infrastructure using Rust.

Modern trading is no longer about isolated strategies or toy backtests. Real edge comes from building an end-to-end stack that handles market data ingestion, normalization, strategy evaluation, risk controls, and ultra-reliable order execution under real-world constraints. This book walks you through that entire pipeline with Rust as the foundation.

Designed for developers, quants, and engineers who want performance, safety, and control, this book focuses on how real trading systems are architected-not academic abstractions or copy-paste scripts. You'll learn how to structure a modular trading stack that can evolve from research to production without collapsing under latency, concurrency, or operational risk.

Inside, you'll explore:

Architecting a full trading stack from raw market feeds to execution gateways

Designing low-latency market data pipelines with deterministic performance

Modeling instruments, orders, and portfolios safely using Rust's type system

Building strategy engines that scale across symbols and venues

Implementing risk checks, position limits, and execution safeguards

Managing concurrency, async workflows, and fault tolerance

Structuring systems for simulation, paper trading, and live deployment

Rather than focusing on a single exchange or strategy, the book teaches transferable architectural patterns used in professional trading environments. The emphasis is on clarity, correctness, and performance-so your system behaves predictably when markets do not.

Whether you're building an automated trading platform, a proprietary execution engine, or a research-to-production pipeline, Building a Complete Trading Stack in Rust gives you the mental models and system designs needed to build trading infrastructure that actually survives contact with live markets.

This is not a beginner's introduction to trading or Rust. It's a blueprint for engineers who want to build serious, end-to-end trading systems with modern tooling and production-grade discipline.

• Format: Paperback
• Language: English
• ISBN: B0GL25Y7DK
• ISBN13: 9798246571712
• Release Date: February 2026
• Publisher: Independently Published
• Length: 442 Pages
• Weight: 1.29 lbs.
• Dimensions: 0.9" x 6.0" x 9.0"