Technical guide to architecting high-performance trading systems with sub-millisecond latency.
About This Book
As institutional capital flows into crypto markets, the demand for robust, low-latency trading infrastructure has never been higher. This book provides a comprehensive technical guide to building trading systems that meet institutional standards for performance, reliability, and compliance.
Chapter Overview
Part I: Architecture
- Chapter 1: System Design Principles — Core architectural patterns for low-latency trading systems, including event-driven architecture, LMAX Disruptor patterns, and lock-free data structures.
- Chapter 2: Network Optimization — Minimizing network latency through co-location, kernel bypass, and custom network stacks for blockchain RPC communication.
- Chapter 3: Data Architecture — Time-series databases, in-memory caching strategies, and efficient market data distribution.
Part II: Execution Layer
- Chapter 4: Order Management Systems — Building OMS for multi-venue execution, order lifecycle management, and reconciliation.
- Chapter 5: Smart Order Routing — Algorithmic routing across DEXs and CEXs, liquidity aggregation, and optimal execution algorithms.
- Chapter 6: Solana V4 Native Integration — Deep technical guide to building directly on Solana's runtime for maximum execution performance.
Part III: Operations
- Chapter 7: Monitoring and Alerting — Real-time system health monitoring, P&L tracking, and anomaly detection for production trading systems.
- Chapter 8: Disaster Recovery — Failover strategies, data backup, and business continuity planning for 24/7 crypto trading operations.
- Chapter 9: Compliance and Reporting — Audit trails, regulatory reporting, and risk management frameworks for institutional operators.
Who This Book Is For
This book is for software engineers and system architects building professional trading infrastructure. Deep knowledge of systems programming, networking, and distributed systems is assumed.