Building an Event-Driven Trading Engine in Rust ( Project 1 )
I’m currently building a minimal, end-to-end event-driven crypto trading engine in Rust, starting with market data ingestion from Binance.
What’s implemented so far:
• REST market data ingestion (Binance Spot)
• Unified PriceEvent format
• Strict validation & normalization
• Decimal-precision pricing (rust_decimal)
• Zero .unwrap() calls — proper error propagation
Why this matters:
Real trading systems fail more from data and state bugs than from bad models. This project is about learning ownership, lifetimes, traits, and deterministic system design in a real financial context.
Next steps:
• Strategy trait & signal generation
• Paper execution engine
• Deterministic event loop
• Portfolio & PnL tracking
Repo: event-driven-trading-rs
github.com/apostleoffinance/…
I’ll be sharing progress as I build each module in public.
#Rust #QuantitativeFinance #TradingSystems #BuildInPublic #SystemsEngineering #Crypto #QuantDev #QuantitativeDeveloper