Building Real-Time Trading Systems: Why We Abandoned Go for Rust

A trading team rewrote its core engine from Go to Rust after production latency data showed microsecond delays were missing arbitrage opportunities.

The Go system averaged 89 microseconds of latency and missed a $2.3 million trade, exposing the cost of small timing gaps in HFT.

After the Rust rewrite, average latency fell to 12 microseconds and tail performance improved significantly.

The case highlights how language and runtime choices can have direct financial impact in high-frequency trading.