Low-Latency Trading Infrastructure
The plumbing under an HFT stack — how components talk (WebSocket, FIX, gRPC, Aeron), messaging on Aeron and Zig, and a C++ FIX/FAST scalper.
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Mar 3, 2026 #algotradingData Communication in Algo Trading Systems: A Technology Overview
We analyze communication technologies at all levels of an algorithmic trading platform: from exchange connectivity protocols (REST, WebSocket, FIX) to internal IPC, message brokers, and data stores.
- 02
Mar 25, 2026 #aeronAeron: Inside the Messaging System That Powers Half of the HFT Industry
A deep dive into Aeron — the messaging system from Real Logic for high-frequency trading. Transport, Archive, Cluster, Sequencer. What's inside, how it works, and where the bottlenecks are.
- 03
Mar 27, 2026 #zigboltZigBolt: Why We Built Our Own Aeron in Zig and Hit 20 Nanoseconds Per Message
How and why we built an ultra-low-latency messaging system for HFT from scratch in Zig. No JVM, no GC, no surprises. SPSC ring buffer at 20 ns, IPC at 30 ns, codec at 0 ns. With benchmarks.
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May 19, 2025 #C++Developing a Simple C++ Scalper Using FAST/FIX: Step-by-Step Guide
A step-by-step guide to building a C++ trading scalper bot using FAST/FIX protocols.