Low-Latency Architecture Patterns

Low-Latency Architecture Patterns#

A modern HFT firm targets sub-10-microsecond order-to-wire latency. That's the time from a market data packet arriving at the NIC to a buy or sell order leaving the box. Ten microseconds. In that window, your code needs to decode the feed, run signal logic, check risk limits, serialize an order, and transmit it. Every architectural decision you make, every OS call, every heap allocation, every lock acquisition, i...