THE FIELD NOTES / TOPICS
TOPICS.
MAKE CONNECTIONS.
Follow a curated reading path through the systems, markets, and questions behind HFT API engineering.
Market Data
Focus on what the feed actually contains: instrument identity, snapshots, updates, freshness, sampling, and gaps. The right data is the data that can support the question being tested.
8 GUIDESExecution
Follow the path from an intention to an observed outcome. These guides examine acknowledgments, executions, cancellations, unresolved requests, and the records needed to reconcile account state.
3 GUIDESLatency
Measure named events, comparable workloads, and distributions rather than headline claims. Explore how useful completion differs from a quick response and how uncertainty grows when observation falls behind activity.
2 GUIDESOnchain Systems
Queries, signed submissions, observed outcomes, and confirmation policies are separate stages. These readings focus on Ethereum and Solana interfaces without treating blockchain interaction as an ordinary exchange order.
4 GUIDESRisk Management
Connect instrument meaning to authorized activity. Review exposure reservations, changing account constraints, partial hedges, controlled suspension, and the conditions required before a system resumes.
1 GUIDEProtocols
Compare interfaces by the operations and recovery behavior they support. Message meaning, session management, transport, and encoding are distinct layers that should not be collapsed into a single speed ranking.