High-Frequency Trading System (HFT) are the bleeding edge of real-time systems — HFT architecture is designed for nanosecond-level execution, not just milliseconds.
In this video, we dive into the *real-world architecture* of an HFT system:
✅ Market data ingestion via multicast + kernel bypass
✅ In-memory order books and event-driven pipelines
✅ Nanosecond-precision timestamping
✅ FPGA acceleration for tick-to-trade decisions
✅ Smart order routing and pre-trade risk checks
✅ Post-trade monitoring, metrics, and audit logs
From ultra-low-latency NICs to trading logic running in FPGAs, this is a complete breakdown of how modern HFT infrastructure works — and how it’s engineered for speed, precision, and safety.
/ bytemonk
Timestamps:
0:00 – Hook: HFT Isn’t Just Fast — It’s Microseconds
0:45 – What is High-Frequency Trading?
2:00 – Market Data Ingestion (Multicast, NICs, Kernel Bypass)
3:30 – In-Memory Order Book and Replication
4:30 – Event-Driven Pipeline and Nanosecond Timestamping
5:30 – Tick-to-Trade with FPGA Acceleration
6:30 – Market-Making Strategy Engine
7:30 – Smart Order Router & Pre-Trade Risk Checks
8:45 – OMS, Monitoring & Latency Dashboards
10:00 – Summary & What’s Coming Next
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