"HFT is an interesting multi-disciplinary problem"
This makes this a very worthwhile project: whether or not anything comes of it (I considered writing technical analysis trading software for the exact same reason).
Some documentation about the patterns and techniques you used would likely benefit the community a tiny bit more. Not everyone understands Haskell (or, forbid, has the time to peruse large codebases).
There are many other interesting multi-disciplinary problems that are not as contentious as HFT and probably more publically acceptable and worthwhile. But if HFT is the domain you care about, go for it.
This makes this a very worthwhile project: whether or not anything comes of it (I considered writing technical analysis trading software for the exact same reason).
Some documentation about the patterns and techniques you used would likely benefit the community a tiny bit more. Not everyone understands Haskell (or, forbid, has the time to peruse large codebases).
Best of luck to you!