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Building a High-Performance Orderbook Aggregator in Rust: Revision history

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16 November 2025

  • curprev 00:4900:49, 16 November 2025 PC talk contribs 6,808 bytes +6,808 Created page with "In the fast-paced world of cryptocurrency trading, having access to accurate and consolidated orderbook data is crucial for making informed trading decisions. In this article, we will explore the architecture and implementation of a high-performance orderbook aggregator built in Rust. This system fetches, processes, and merges orderbook data from multiple cryptocurrency exchanges, providing a unified view of the market. Architecture Overview The orderbook aggregator foll..."