Integrated financial trading system based on distributed in-memory database
Byung Kun Park, Wone-Wung Jung, Joonhyouk Jang · 2014
The portion of HFT in market is growing rapidly. To process hundreds of thousands of orders per second which are requested by algorithms trading, not by humans, trading systems are required to equip high performance computer, network devices, and efficient software solutions. To achieve performance requirements, financial trading software processes data in memory with delayed writes to databases. However, these systems are getting closer to their physical limits and in most cases fault tolerance is ignored to improve the performance of the system. In this paper, we designed an integrated financial trading system which runs on a distributed manner based on in-memory NoSQL database and InfiniBand technologies.