Technical Analysis: Choosing C++ Over Rust for High-Frequency Market Data Feed Handler
By
mpweiher
Slow-proofed and worth the wait. Worth its weight in flour.
Summary
The article explains why the author's company chose C++ over Rust for rewriting their high-performance market data feed handler, despite Rust's growing popularity in fintech. The decision was based on technical considerations where Rust's strict ownership model created friction for their specific use case involving real-time processing of 14 million messages per second with sub-100 microsecond latency requirements.
Key quotes
· 3 pulledDespite Rust's growing popularity in fintech and our own successful use of it in other systems, we chose C++
Our real-time market data architecture processes 14 million messages per second with sub-100 microsecond latency requirements
This post explores the technical reasoning behind that choice, diving into specific patterns where Rust's strict ownership model created friction for our use case
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