This is an automated archive made by the Lemmit Bot.
The original was posted on /r/rust by /u/capitanturkiye on 2025-12-21 15:17:31+00:00.
I released open-source version of Lunyn ITCH parser which is a high-performance parser for NASDAQ TotalView ITCH market data that pushes Rust’s low-level capabilities. It is designed to have minimal latency with 100M+ messages/sec throughput through careful optimizations such as:
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Zero-copy parsing with safe ZeroCopyMessage API wrapping unsafe operations
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SIMD paths (AVX2/AVX512) with runtime CPU detection and scalar fallbacks
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Lock-free concurrency with multiple strategies including adaptive batching, work-stealing, and SPSC queues
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Memory-mapped I/O for efficient file access
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Comprehensive benchmarking with multiple parsing modes
Especially interested in:
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Review of unsafe abstractions
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SIMD edge case handling
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Benchmarking methodology improvements
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Concurrency patterns
Licensed AGPL-v3. PRs and issues welcome.