Low-latency systems
HFT trading infrastructure
A deterministic foundation for multi-venue market data, order lifecycle control and observable execution.
STREAM / MODEL / RISK / ROUTE
01 / Challenge
The operating constraint
Trading infrastructure must reconcile fast-changing market state, venue-specific behavior and strict safety controls without making strategy logic depend on exchange internals.
02 / Solution
A system, not a patch
We design explicit boundaries for market data, strategy decisions, risk and execution. Readiness, reconnect and shutdown behavior are treated as product contracts rather than incidental implementation details.
03 / Components
Core building blocks
- 01Normalized market-data gateways
- 02Idempotent order state machines
- 03Risk and execution boundaries
- 04Replay and operational observability
04 / Business value
What the architecture enables
- 01Clearer failure domains
- 02Repeatable strategy validation
- 03Safer operations under partial data
- 04A foundation that can evolve venue by venue
Domains & illustrative technologies
RustWebSocket / RESTPostgreSQLClickHousePrometheusGrafana
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