The HFT API blueprint
Design the complete signal-to-order path with explicit state, data freshness, risk checks, and recovery.
READING COLLECTION / CATEGORY
API ARCHITECTURE.
Understand the system before optimizing a component. These guides connect the meaning of trading messages to market-data health, order ownership, session recovery, and reproducible performance tests.
How to use this collection
Start with the architecture blueprint to define the complete decision path. Then compare protocols at the layer where they operate. Read the latency and market-data topic collections alongside these articles to keep performance claims tied to the information and business events actually being measured.
Connect these readings with the HFT API blueprint, the market tracks, and the technical glossary. Each full article links to a primary reference for its documented example. Consult current provider specifications before applying the ideas to an actual integration.
2 FIELD GUIDES
Choose the right protocol
Compare message meaning, session recovery, transport, and encoding before interpreting latency benchmarks.