Introduction to Rust

January 07, 2023

Rust is a fast, safe, and concurrent systems programming language that is quickly gaining popularity in the high frequency trading (HFT) community.

Rust is a systems programming language that was designed to be fast, safe, multi-threaded and concurrent. In addition, it has a unique ownership and borrowing system that allows for efficient memory management without needing a garbage collector, which can reduce latencies and improve performance.

I've been using Rust for a while now (2018), and I find it to be a great language applications that require high performance and low latency. It works well with other languages too, such as Python via PyO3, which means you can write performance-critical parts of your application in Rust and expose them to Python for quick research/prototyping.

Quick setup

Install rust
Check version
```
rustc --version
```
To show active/installed toolchains
```
rustup show
```
To update rust nightly toolchain run
```
rustup update nightly
```
To update rust stable toolchain run
```
rustup update stable
```
To change the default toolchain to nightly
```
rustup default nightly
```

To install specific nightly toolchains

rustup toolchain install nightly-2023-01-07

Update dependencies in a package
```
cargo update
```

Useful dev packages

To install globally via

cargo install <package>

cargo-edit to add cargo-add, cargo-rm, cargo-upgrade commands
cargo-watch to watch for changes and reload during development
cargo-expand for macro expansion.
cargo-show-asm - cargo subcommand showing the assembly, LLVM-IR and MIR generated for Rust code

References

Here are a few references for Rust programming:

Rust lang - entry point to rust language
Rust book - how rust works and its paradigms
Rust source code - hosted on github
Rust reference - for the syntax
Rust std - standard library documentation
Rust design patterns - design patterns, anti-patterns and idioms
Awesome Rust - a curated list of Rust code and resources
Scientific computing - collections of crates for scientific computing
Rust Atomics and Locks by Mara Bos