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How do you build an institutional-grade algo trading platform from scratch in the cloud? Very carefully, that's how, because it can get pretty complex! We break down two years of work below. @prooftrading @AWSstartups @ExegyMarketData @datadoghq @ag_gridhttps://medium.com/prooftrading/proof-engineering-the-algorithmic-trading-platform-b9c2f195433d#a1f7 …
Hi Prerak, loved reading this! Can you comment on your choice of db and how you benchmarked performance, and also to what extent db performance matters to the overall system? To put a sharper point on it I'm wondering why no kdb--is it just hard to hire for or something else?
Hi, I didn't discuss the DB because I wrote about it earlier (https://medium.com/prooftrading/selecting-a-database-for-an-algorithmic-trading-system-2d25f9648d02 …). We use SingleStore (fka MemSQL). The DB is not in the critical path of processing, but the performance definitely matters to us. I talk about why no kdb in that post (cost, learning curve).
Wow thank you!! This is great, super interesting
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