Research topic
rust
Open-Sourcing Tollgate: Bounded Spend Without a Network Hop per Request
Tollgate is an open-source Rust library for quota admission and usage accounting. Each instance spends a fenced lease locally, so a metered request is admitted, charged and billed without synchronous I/O, and the spend stays bounded by what the account was allocated.
Price-Time Priority Matching in Rust
A matching engine is judged by latency, but the real contract is deterministic priority: price first, time second, with explicit cancellation, tie-breaking, and replay semantics.
Rust Market Data Normalization Starts at the Boundary
A market-data normalizer should not be a pile of exchange adapters. The useful abstraction is a canonical event boundary with explicit time, precision, quality, and replay semantics.
What a Rust Options Pricing Engine Has to Prove
A fast options-pricing engine is not just a collection of Greeks. The contracts around monotonicity, parity, no-arbitrage bounds, implied volatility, and rounding behavior matter just as much as throughput.