Trading Systems Infrastructure

LeadYouToTheLake
Trading and Markets
2 min readFeb 5, 2023

Managing messaging queues for higher throughput.

In the world of low latency trading systems, message brokers play an essential role in ensuring that data is delivered quickly and accurately. Python is a popular language for developing such systems, and there are a number of message brokers available for use in such applications. In this essay, we will compare the features and implementation of three such brokers: RabbitMQ, Apache Kafka, and Apache ActiveMQ.

RabbitMQ is an open-source message broker that is widely used in low latency trading systems. It is based on the Advanced Message Queuing Protocol (AMQP) and is designed to be both reliable and fast. RabbitMQ is easy to set up and use, and provides a number of features that make it well-suited for low latency trading systems. These features include message routing, message delivery, message persistence, and message queuing. RabbitMQ also provides support for a variety of languages, including Python.

Apache Kafka is a distributed streaming platform that is designed for high throughput and low latency. It is based on a publish-subscribe model and is designed to be both reliable and fast. Kafka is easy to set up and use, and provides a number of features that make it well-suited for low latency trading systems. These features include message routing, message delivery, message persistence, and message queuing. Apache Kafka also provides support for a variety of languages, including Python.

Apache ActiveMQ is an open-source message broker that is designed for both high throughput and low latency. It is based on the Java Message Service (JMS) and is designed to be both reliable and fast. ActiveMQ is easy to set up and use, and provides a number of features that make it well-suited for low latency trading systems. These features include message routing, message delivery, message persistence, and message queuing. Apache ActiveMQ also provides support for a variety of languages, including Python.

In conclusion, all three message brokers are suitable for use in low latency trading systems written in Python. RabbitMQ and Apache Kafka are both based on the AMQP protocol and are designed to be both reliable and fast. Apache ActiveMQ is based on the JMS protocol and is designed to be both reliable and fast. All three message brokers provide a number of features that make them well-suited for low latency trading systems, including message routing, message delivery, message persistence, and message queuing.

Suggested design patterns for a low latency high throughput market data streaming system include using message queues to store and process data, using a distributed architecture to ensure scalability and reliability, and using a publish-subscribe model to ensure that data is delivered quickly and accurately. Hit the like and follow me to keep up to date on more design patterns and reviews.

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LeadYouToTheLake
Trading and Markets

I can lead you to the lake, what you do with it is journey. Trading, automation, systems development