Chapter 5: Networking in Motion
In the previous chapter, we talked in depth about the hardware and the operating system. Any trading system must collect data from the exchange and make decisions based on this data. To do so, communication will be essential in the performance of the high-frequency training (HFT) system. In this chapter, we will review how trading systems communicate in depth, how to use networks in HFT systems, and how to monitor network latency.
In this chapter, we will cover the following topics:
- Understanding networking in HFT systems
- Network communications between systems in HFT
- Important protocol concepts
- Designing financial protocols for HFT exchanges
- Interior networks versus exterior networks
- Understanding the packet ...
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