Sub-150ms Market Data
Processing in Pure Rust.
Falcon is a systems engineering project — a real-time market data ingestion and signal processing engine built from scratch in Rust. No frameworks. No garbage collector. Just deterministic, zero-latency architecture running on live infrastructure.
// Falcon Engine — Live Execution Log
$ cargo run –release –bin falcon
🦅 FALCON ENGINE: LIVE INFRASTRUCTURE ENGAGED
⚡ WebSocket stream connected: Binance BTC/USDT
📊 Price window initialized: VecDeque capacity=30
🔄 Async runtime: tokio — thread pool active
⏱️ Execution latency: 147ms → 112ms → 98ms
✅ Signal processing: ACTIVE on live market feed
Why Rust for Market Data Engineering?
Most market data systems are built on Python or Java — languages that introduce garbage collection pauses, thread overhead, and unpredictable latency spikes at exactly the wrong moment. Falcon was built in Rust to eliminate these issues at the systems level.
Architecture Breakdown
Falcon is designed as a modular systems pipeline — each layer has a single responsibility and communicates through Rust’s ownership model, eliminating data races at compile time.
DATA INGESTION
Binance WebSocket stream via tokio-tungstenite. Async connection handling — reconnection logic built in. Raw tick data parsed with serde_json.
PRICE WINDOW
VecDeque<f64> with fixed capacity of 30 — rolling window for signal computation. O(1) push/pop — zero heap allocation on each tick.
ASYNC RUNTIME
tokio multi-thread runtime — all I/O operations non-blocking. Future-based concurrency — no OS thread overhead per connection.
EXECUTION LAYER
Binance API integration via binance-rs. REST calls for order placement — async execution with latency measurement on every cycle.
Core Stack
Rust
Systems language — zero-cost abstractions
tokio
Async runtime for non-blocking I/O
WebSocket
tokio-tungstenite live stream
AWS Lambda
Next deployment target
serde_json
Zero-copy JSON deserialization
VecDeque
Rolling price window — O(1) ops
Engineering Roadmap
Falcon is an active systems engineering project — building in public.
WebSocket Data Ingestion — Windows
Live Binance BTC/USDT feed — async connection — tick data parsing — sub-150ms latency achieved on local Windows infrastructure.
Rolling Price Window — VecDeque
Fixed-capacity rolling window for real-time signal computation. Zero heap allocation per tick — pure stack-based operations.
AWS Lambda Deployment
Porting Falcon to serverless AWS Lambda — Rust binary compilation for Amazon Linux 2 — eliminating local infrastructure dependency.
Risk Management Layer
Position sizing logic — maximum drawdown controls — circuit breaker pattern in Rust — safe execution boundaries before scaling.
Multi-Symbol Feed
Concurrent WebSocket streams for multiple symbols — async fan-out architecture — unified signal aggregation layer.
Building Low-Latency Systems in Rust?
If you are working on high-performance data pipelines, systems engineering in Rust, or AWS serverless architecture — let’s connect. Always open to discussing architecture, not pitching.