A trading system is several systems in one: market data coming in, strategies deciding, orders going out, risk checks in between, and everything recorded for later. How those parts are designed and connected determines latency, reliability and how safely the system recovers when something fails at the worst possible moment. Our trading system architecture consultancy designs that structure before it is built, or reviews and improves one that already runs.
What We Design
- Market data layer: feed handling, normalisation and distribution to strategies, see market data solutions.
- Strategy and signal engine: how strategies receive data, keep state and produce decisions.
- Order management: order lifecycle, partial fills, amendments and a single source of truth for positions.
- Execution and connectivity: broker and exchange gateways over the FIX protocol, REST and WebSocket, with reconnect and idempotent order handling.
- Risk controls: pre-trade checks, position and loss limits, and kill switches that act within milliseconds.
- Persistence, audit and monitoring: every event recorded, state recoverable after a restart, and alerts before problems become losses.
Key Decisions
We help you decide on the latency budget per component, an event-driven design versus request/response, which parts need a language like Rust or C# and which can be simpler, and how the system recovers state after a crash without double orders. Hosting, co-location and disaster recovery are covered in trading infrastructure planning.
What You Get
An architecture document with diagrams, the reasoning behind each choice, the main risks and a phased roadmap. If you want, we also build it: see algorithmic trading software and trading software development.
Frequently Asked Questions about Trading System Architecture
Can you review an architecture that is already live?
Yes. We review the code and the running system, identify bottlenecks and failure modes, and propose improvements in an order that keeps trading running.
Is this about software or infrastructure?
This service is about software design: components, data flow, state and failure handling. Infrastructure such as servers, networks and co-location is covered by trading infrastructure planning.
Is our strategy kept confidential?
Yes. We sign an NDA on request before you share any strategy details.