thanks and I'm really looking forward to the next article.
I have also just built one basic version for mid-freq. But I didn’t really have a software eng background, and my first version was terribly coupled. As I learnt more, I started to refactor and made them much cleaner. I would be quite interested to see your professional take on some of the potential topics below:
- Whether to split out market streaming separately from the system.
- Choosing between a pub/sub or request/response system.
- Choice of database ( in case I would need to store larger sets of options chains)
- Multi-threading or asynchronous-observer pattern.
- Choice of Architecture to manage/decouple the services between the components like database, core trading infrastructure, perhaps GUI as well.
- Devops considerations to ensure no downtime since it’s a 24hr market.
- conducting tests (writing unit tests and integration tests) and profiling the system
thanks and I'm really looking forward to the next article.
I have also just built one basic version for mid-freq. But I didn’t really have a software eng background, and my first version was terribly coupled. As I learnt more, I started to refactor and made them much cleaner. I would be quite interested to see your professional take on some of the potential topics below:
- Whether to split out market streaming separately from the system.
- Choosing between a pub/sub or request/response system.
- Choice of database ( in case I would need to store larger sets of options chains)
- Multi-threading or asynchronous-observer pattern.
- Choice of Architecture to manage/decouple the services between the components like database, core trading infrastructure, perhaps GUI as well.
- Devops considerations to ensure no downtime since it’s a 24hr market.
- conducting tests (writing unit tests and integration tests) and profiling the system
Thanks!
Thank you! Will have insight into all of these. Part 2 is in the works. Take care!