High-Frequency Crypto Trading Bot

I’m building an algorithmic, high-frequency crypto trading setup and need the core order-execution engine brought to life. The priority is a module that can place, modify, and cancel orders in milliseconds across one or more major exchanges through their REST / WebSocket APIs.

Key outcome
• A production-ready order-execution and management layer tuned for high throughput and ultra-low latency.

Your code should handle:
• Persistent authenticated connections to the chosen exchange(s).
• Smart order routing, including immediate retry logic when a venue throttles or rejects.
• Configurable order types (market, limit, post-only, IOC) exposed through a simple function or REST endpoint so I can plug my own strategy logic on top.
• Robust logging plus an internal queue or message bus so trade events are never lost even if the exchange goes down temporarily.

I’m language-agnostic—C++, Rust, or low-latency Python with async/uvloop are all fine so long as the final binary or container keeps mean round-trip latency below a millisecond in a local test net. Please outline which tech stack you prefer and why.

Future phases may add real-time market data analysis and risk management, so structuring the project with clean interfaces is important. Deliver the code in a Git repo with a brief README explaining environment variables, build commands, and a simple unit test that submits a dummy order to a sandbox endpoint and asserts an acknowledgement.