Why we didn’t rewrite our feed handler in Rust
Why we didn’t rewrite our feed handler in Rust October 07, 2025 We recently faced an interesting decision: what language should we use to rewrite our market data feed handler? Despite Rust’s growing popularity in fintech and our own successful use of it in other systems, we chose C++. 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. The context Our real-time market data architecture processes 14 million messages per second with sub-100 microsecond latency requirements. At its heart sits the feed handler, a colocated application that parses proprietary feeds from exchanges and normalizes them to our DBN format. The existing implementation had accumulated…
