Fast code, faster markets โ built with Rust, the Sajbeni way.
In FX, milliseconds can create profitable opportunities. This post breaks down the math behind currency arbitrage โ and simulates it using pure Rust (no external crates, just threads and channels). Hereโs the logic traders use to act faster than the market itself.
Letโs consider a realistic example:
Futures Dollar (near maturity): R$5.05