Summary
In this chapter, we have dived deep into the heart of high-performance systems, exploring the intricate details of data structures, system architecture, and the implementation of key modules. We have examined the critical role of the LOB and the importance of choosing the right data structure to ensure optimal performance. We have also discussed the implementation of other essential modules, such as the order management system, execution management system, and risk management system.
We have further explored the importance of identifying performance bottlenecks. We discussed various profiling and benchmarking techniques to identify potential areas of improvement and ensure the system is operating at its peak. We also touched on the importance of key performance metrics and how they can be used to measure system performance.
Finally, we discussed the challenges and strategies associated with scaling systems to handle increasing volumes of data. We explored different approaches...
