Low-Level System Design For Trading Systems

Building latency-sensitive trading systems requires a deep understanding of low-level system design. In this course, we will explore over 15+ commonly used design patterns, using real-world examples from high-frequency trading systems to illustrate their application.

Some of the problem statements, we will try to solve:

1. Solid design principles and their usage in high-frequency trading systems
2. How do we support different exchange APIs(fix-api or binary protocol API etc) with the best design possible?
3. How do strategies receive price updates?
4. How do we create different kinds of factories to create different kinds of strategies?
5. Low-Level System Design to send different kinds of orders to a stock exchange.
6. How can we avoid using virtual functions to avoid the extra overhead of vtable?

What will be the structure:

1. In each session, we will address a specific problem statement through one-on-one discussion, followed by an exploration of several similar use cases. You will have the opportunity to implement these use cases on your own, and in the next lecture, we can review and discuss your approach.
2. All the sessions will be live and there is no limit on the number of sessions.

How will it be helpful for you:

1. You will learn low-level system design with the help of real-life examples(most people teach by taking cake/pastry examples, which is a bad way of learning low-level system design).
2. You will get a deep understanding of trading systems and low-level system design.