Fontes Fintech

Why Shared Memory Matters in Low-Latency Trading Systems Trading Engineering Series — 07In low-latency trading systems, performance is not determined solely by CPU speed or network latency.How data is transferred inside the system—and how many times it is copied or synchronized—can also have a significant impact on overall latency.This becomes particularly important when market data and order in..

Five Factors That Determine Latency in Trading SystemsTrading Engineering Series — 05 When developing a Low Latency Trading System, the first things that often come to mind are CPU performance and network speed.However, trading system latency is not determined by a single factor.From the moment market data enters the system to the moment an order reaches the exchange, many small operations contr..

트레이딩 시스템의 Latency를 결정하는 5가지 요소Trading Engineering Series — 04 Low Latency Trading System을 개발할 때 흔히 가장 먼저 생각하는 것은 CPU 성능이나 네트워크 속도입니다.하지만 실제 트레이딩 시스템의 latency는 하나의 요소로 결정되지 않습니다.데이터가 시스템에 들어온 순간부터 주문이 거래소에 전달되기까지 발생하는 Memory Copy, Process Context Switch, Lock, Network Processing, Message Parsing 등 수많은 작은 작업들이 전체 latency를 구성합니다.특히 알고리즘 매매, DMA, LP, MM, HFT와 같이 빠른 주문 처리가 중요한 환경에서는 이러한 차이가 누적될 수 있습니..