System Requirements
High-frequency trading systems demand:
- Latency: < 1ms end-to-end
- Throughput: 100,000+ orders/second
- Reliability: 99.99% uptime\n\n## Architecture Design
graph LR
A[Market Data Feed] --> B[Data Processor]
B --> C[Signal Generator]
C --> D[Order Manager]
D --> E[Risk Engine]
E --> F[Execution Engine]
Service Communication
sequenceDiagram
participant MD as Market Data
participant SG as Signal Generator
participant OM as Order Manager
participant EE as Execution Engine
MD->>SG: Price Update
SG->>OM: Trading Signal
OM->>EE: Execute Order
Performance Optimization
| Component | Target Latency | Achieved |
|---|---|---|
| Market Data Processing | 50Ξs | 45Ξs |
| Signal Generation | 100Ξs | 95Ξs |
| Order Management | 200Ξs | 180Ξs |