Any contributions would be extremely welcome, especially in FX. I have experience with other asset classes, but I’ve never worked with short-dated FX, which has some pretty weird conventions of its own.
I don’t think of this as a toy project, though it has been stalled for a while. My next task is to develop interfaces for it, which I’d like to drive using Rust macros, so the same code will simultaneously generate all the interfaces I need, such as Excel, Python, C, … I therefore ended up getting a bit sidetracked into making Excel interfaces work in Rust.
As with any project like this, the main issue is to build up enough momentum. If universities start to get interested in it, then that will generate candidates who can use it in banks. Similarly, if banks start to get interested in it, that will cause universities to take notice. It is a virtuous cycle, but one that needs kickstarting.
I think if you (or anyone else) were to work on it, that could help your career, even if it did not lead to a job writing Rust. C++ is slowly playing catch-up with Rust, and canny heads of development will take on Rust developers for C++ programming roles. Moreover, work on a quant library that is pretty similar to the sort of library you would experience in a top-tier investment bank is not going to do you any harm, even if the language is different.