Very detailed description. I was surprised UDP (of course not multicast) is possible on AWS ;) Just skimmed, but deserves reading for sure!
Wow - @prooftrading wrote a SUPER detailed Medium post on how they built a trading platform from the ground up in the cloud. The sketches are really helpful & the detail is something you normally can't find on page 1 of a Google search.https://medium.com/prooftrading/proof-engineering-the-algorithmic-trading-platform-b9c2f195433d#3ce2 …
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Their documentation is well worth the read, especially their market structure primer for new joiners or entrants into the space - https://primer.prooftrading.com/
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Thanks! Glad you liked it. I had *much* more detail in my original draft, but cut back to keep it readable. We'll be posting those pieces in the coming weeks. More to come!
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