Ask HN: [System Design] How would you build a trading system? How would you build a trading system (similar to whatever stock or other exchanges you may use)? I'm really inspired by coinbase and robin hood, but how they heck are they built? I am trying to learn more about this but my google searches are not turning up the right results. What is involved on the backend? What systems are in play and how do things work at a high level? |
What do you need/want. Search for possible resolution and Software. Design the basics on paper. Do some guestimates on the running costs.
Then, start building.
There is a reason you can't find anything on Google. You can't google property (learn it!) Or there are no results for the given search. May be it's for a reason, too.
Would you disclose or build up how-to and tell every secret in the open? There are two kinds of people. The few who get it done, and the majority, the lot who waits until they are told how to do.
Which is you?
Now you probably want that book in memory, and you probably want to have many of these books, one for each asset type traded.
Then you want some replication and fault tolerance, likely some ACID and guaranteed on-disk storage.
Many market orders probably should form a queue which is executed sequentially.
Etc, etc…
The best way to work this out is to get a job at a trading firm, broker, exchange, bank, etc. Plenty to learn, and well paid.
But try "matching engine" as a search term.