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Infrastructure
Jane Street - State Machine Replication and Why You Should Care
- Interview about ordering messages, replay, multicast from Jane Street
SpencerBosma - Trading Infra Twitter
Flowchart of trading Infrastructure
Proof Trading - Building High Performance Trading System
- Talks through Sequencer
Update
goodalexander - trading infra
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Via Discord
Shared over Discord:
https://lmax-exchange.github.io/disruptor/
https://www.enterpriseintegrationpatterns.com/patterns/messaging/toc.html
https://github.com/axboe/liburing
https://blog.cloudflare.com/how-to-receive-a-million-packets/
Message:
https://nanomsg.org/
https://zeromq.org/