Trading System Architecture Guide

Learn about the key components and architectural patterns for building robust trading systems. This guide covers essential aspects of trading system design, from market data processing to order management and risk controls.

Market Data Handler

Data Processing Pipeline

Efficient market data processing architecture

Key Features

  • Stream processing
  • Data normalization
  • Real-time aggregation
  • Event handling

Data Storage

Market data storage solutions

Key Features

  • Time-series databases
  • Data partitioning
  • Historical data
  • Cache management

Order Management

Order Router

Smart order routing system

Key Features

  • Route optimization
  • Exchange connectivity
  • Order splitting
  • Best execution

Position Manager

Position and portfolio tracking

Key Features

  • Real-time positions
  • Risk calculations
  • Portfolio updates
  • P&L tracking

Risk Management

Pre-trade Controls

Pre-execution risk checks

Key Features

  • Order validation
  • Position limits
  • Market risk checks
  • Credit checks

Post-trade Analysis

Post-execution monitoring

Key Features

  • Performance analysis
  • Risk reporting
  • Compliance checks
  • Audit trails

Related Resources

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