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Developing High-Frequency Trading Systems

You're reading from   Developing High-Frequency Trading Systems Learn how to implement high-frequency trading from scratch with C++ or Java basics

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Product type Paperback
Published in Jun 2022
Publisher Packt
ISBN-13 9781803242811
Length 320 pages
Edition 1st Edition
Languages
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Authors (3):
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Sebastien Donadio Sebastien Donadio
Author Profile Icon Sebastien Donadio
Sebastien Donadio
Sourav Ghosh Sourav Ghosh
Author Profile Icon Sourav Ghosh
Sourav Ghosh
Romain Rossier Romain Rossier
Author Profile Icon Romain Rossier
Romain Rossier
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Toc

Table of Contents (16) Chapters Close

Preface 1. Part 1: Trading Strategies, Trading Systems, and Exchanges
2. Chapter 1: Fundamentals of a High-Frequency Trading System FREE CHAPTER 3. Chapter 2: The Critical Components of a Trading System 4. Chapter 3: Understanding the Trading Exchange Dynamics 5. Part 2: How to Architect a High-Frequency Trading System
6. Chapter 4: HFT System Foundations – From Hardware to OS 7. Chapter 5: Networking in Motion 8. Chapter 6: HFT Optimization – Architecture and Operating System 9. Chapter 7: HFT Optimization – Logging, Performance, and Networking 10. Part 3: Implementation of a High-Frequency Trading System
11. Chapter 8: C++ – The Quest for Microsecond Latency 12. Chapter 9: Java and JVM for Low-Latency Systems 13. Chapter 10: Python – Interpreted but Open to High Performance 14. Chapter 11: High-Frequency FPGA and Crypto 15. Other Books You May Enjoy

Monitoring the network

The network is critical for HFTs. Saving microseconds from the critical path to send orders in the network is key. When the network is built and the system is running, it is essential to analyze network traffic. In HFT, security is not a real issue since the network is located in a co-location most of the time. The part of the monitoring that we will give more weightage to is analyzing the amount of data loss, latency, and interruption. We need to ensure that the network is up and running and delivers the best possible performance.

Packet capture and analysis

Capturing Ethernet frames for examination or analysis is referred to as packet capture. The word can also refer to the files produced by packet-capture programs, commonly saved in the .pcap format. Capturing packets is a typical network troubleshooting tool, and it's also used to look for security vulnerabilities in network traffic. Packet captures give crucial forensic information that enhances...

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