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Developing High-Frequency Trading Systems

You're reading from  Developing High-Frequency Trading Systems

Product type Book
Published in Jun 2022
Publisher Packt
ISBN-13 9781803242811
Pages 320 pages
Edition 1st Edition
Languages
Authors (3):
Sebastien Donadio Sebastien Donadio
Profile icon Sebastien Donadio
Sourav Ghosh Sourav Ghosh
Profile icon Sourav Ghosh
Romain Rossier Romain Rossier
Profile icon Romain Rossier
View More author details

Table of Contents (16) Chapters

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