52 Weeks to
HFT Engineer
A Rust engineer's journey from frontend to low-latency trading infrastructure. One week at a time, building a full exchange from scratch.
Matching engine, binary protocols, SIMD optimizations, and everything in between. Every struggle documented. Every breakthrough shared.
The Roadmap
4 phases. 52 weeks. From zero to a production-grade exchange in Rust.
Foundation
Core Engine & Data Structures
Build a matching engine from scratch. Order books, lock-free queues, memory-mapped I/O, and the fundamentals of exchange architecture.
Production
Networking, APIs & Resilience
Make it real. HTTP REST APIs, WebSocket streaming, rate limiting, authentication, graceful degradation, and operational tooling.
Performance
Low-Latency & Binary Protocols
Go fast. Binary TCP protocols, SIMD optimizations, kernel bypass concepts, multi-asset support, and the techniques that separate toy projects from production HFT systems.
Mastery
Strategy, Risk & Production Readiness
The complete picture. Trading strategy integration, risk management, backtesting, deployment, monitoring, and preparing for real interviews.
All 52 Weeks
Why This Exists
The HFT industry is one of the most secretive in tech. The existing literature on computational and technical aspects is limited — most cutting-edge research in latency improvements, code efficiency, and cache optimization remains behind closed doors.
I'm building this resource because when I started looking for a structured path from “interested in trading systems” to “employable at an HFT firm,” it didn't exist. There were scattered blog posts, expensive courses, and academic papers with no practical bridge.
This is my attempt to create that bridge. Everything is in Rust — the language I believe will increasingly challenge C++ in latency-critical systems. Every week is documented honestly: what worked, what didn't, what I'd do differently.
If even one person lands an HFT interview because of this project, it was worth building in public.