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TickTrace

A high-performance market data collection service built with Rust and Tokio.

Features

  • High-throughput TCP socket server for real-time quote data collection
  • Supports up to 100,000 messages per second
  • Message format: [length][topic][length][data(msgpack)]
  • In-memory queue for efficient data handling
  • Parquet file storage for data persistence
  • Optimized socket buffer settings for high-performance data ingestion

Technical Stack

  • Rust
  • Tokio async runtime
  • Apache Arrow/Parquet
  • MessagePack serialization
  • Lock-free queuing system
  • TonboDB

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