How do I design high-frequency trading systems and its architecture. Part II

In the first part, I explained basic concepts of architecting a low latency trading system and some examples on how to implement a very fast order book. In this second part, I will explain how to implement the next components and the key part: what pattern to use. 3. Order management system: OMS This module …

Continue reading How do I design high-frequency trading systems and its architecture. Part II

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How do I design high-frequency trading systems and its architecture. Part I

In this article, I would like to talk about how to implement a low latency system, modules needed and its system architecture and be focus on the software development side. There are other parts that need to be covered in order to have a complete system, and they might be things like network communications, switches/routers, …

Continue reading How do I design high-frequency trading systems and its architecture. Part I