PerpSignal HFT is a proof-of-concept built in Rust to process real-time trade data from Binance perpetual futures for high-frequency market-making systems. It focuses on low-latency handling of trades like BTC/USDT, with support for multiple trading pairs.
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refactor: propagate parse errors in to_trade and generalize WebSocket start
028914bView on GitHubfeat(binance): make avg_stats generic over AsRef<str>
5dc5defView on GitHubfeat(metrics): add websocket_metrics.rs to analyze @trade and @aggTrade stream stats
5f94adfView on GitHubrefactor(ipc): clean up imports and add TODOs in SHM and TCP modules
74d3c7aView on GitHubrefactor: clean up imports, introduce SCALE_FACTOR, and improve logging/errors
aa0a3bfView on GitHubrefactor(binance): switch to typed WebSocket payload parsing
af4b2ffView on GitHub