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Low-Latency Trading System Design

System Design · Optiver · Hard

Requirements Design a trading platform in which a locked server cabinet in the exchange’s colocation facility sits close to the matching venue, while the trading team works from an office in another city. Explain the infrastructure that joins these locations, including physical network connections, available capacity, latency and transmission speed, and the placement of servers and other computation. Be prepared for detailed questions about networking at the TCP/IP layer.…

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