Trading Infrastructure
16 lessons in this track so far, in the order we suggest reading them.
Infrastructure
AdvancedTrading Infrastructure ExplainedA tour of trading infrastructure: servers, networks, data feeds, order gateways, storage and monitoring, and how needs differ for retail bots, funds and HFT firms.AdvancedVPS, Cloud and Bare-Metal ServersCompare VPS, cloud and bare metal servers for running trading bots and systems. Learn costs, latency, reliability, choosing a region and basic server setup.AdvancedLinux for TradersThe Linux skills traders need to run bots on servers: the command line, files, processes, services with systemd, logs, scheduling, SSH security and updates.AdvancedNetworking for TradersThe networking basics behind trading: latency and distance, TCP versus UDP, multicast market data, packet loss, jitter and practical ways to improve connectivity.AdvancedDocker and KubernetesHow containers with Docker package trading bots and research environments, when Kubernetes helps, and when simpler setups are better for latency and reliability.AdvancedMessage QueuesMessage queues pass market data, signals and orders between trading components. Learn pub sub and queues, tools like Kafka, Redis and ZeroMQ, and design trade offs.AdvancedRedis and PostgreSQL for TradingHow Redis and PostgreSQL work together in trading systems: Redis for live prices, caches and state, PostgreSQL for durable orders, fills and history.AdvancedMonitoring and Logging SystemsThe tools behind trading observability: structured logs, metrics, dashboards, tracing and alerting with Prometheus, Grafana and log stacks, and how to set them up.AdvancedFault Tolerance, High Availability and RedundancyHigh availability keeps trading systems running through hardware, network and software failures. Learn redundancy, failover, avoiding split brain and testing it.
Low Latency and HFT
AdvancedCo-LocationCo location places trading servers inside or beside an exchange's data centre to cut latency. Learn how it works, what it costs, fairness rules and who needs it.AdvancedKernel Bypass and Low-Latency NetworkingKernel bypass lets trading software read network packets straight from the network card, skipping the operating system. Learn how it works and the trade offs.AdvancedFPGAs and Hardware AccelerationFPGAs run trading logic in custom hardware for nanosecond reaction times. Learn what FPGAs are, what firms put on them, the costs, the limits and alternatives.AdvancedCPU Affinity, NUMA and Cache OptimizationCPU affinity pins trading threads to specific cores so they are not interrupted or moved. Learn core isolation, NUMA, interrupts and how these cut latency spikes.AdvancedLock-Free Programming and Ring BuffersLock free data structures let trading threads share data without waiting on locks. Learn ring buffers, atomics, the LMAX Disruptor pattern and the pitfalls involved.AdvancedBinary ProtocolsWhy exchanges use compact binary protocols for market data and orders. Learn how ITCH, OUCH and SBE work, how they compare with JSON and FIX, and decoding basics.AdvancedClock Synchronization and PTPAccurate clocks are vital for timestamps, latency measurement and regulation. Learn how NTP and PTP work, MiFID II and CAT clock rules and how to check your clocks.