Trading Systems Architecture
Reference architecture for high-performance trading platforms — from market data ingestion to execution and regulatory compliance.
Trading Systems Demand Precision Architecture
Trading system failures are not recoverable in the same way as typical software failures — they carry financial, regulatory and reputational consequences. Clavon's trading systems architecture practice addresses latency, concurrency, risk controls and audit requirements as first-class concerns, not afterthoughts.
ScopeWhat Trading Systems Architecture Covers
Describe architecture components: data ingestion, market data feeds, strategy modules, backtesting, execution engine, risk management and monitoring
Cover latency requirements, concurrency, order matching and regulatory reporting
Address quantitative modelling frameworks and integration with analytics platforms
Provide guidelines for fault tolerance, audit trails and algorithmic controls
Core Architecture Components
Execution Engine
Low-latency order routing, matching and execution with concurrency and fault-tolerance requirements
Risk Management
Pre-trade and post-trade risk controls — position limits, exposure monitoring, kill switches
Audit & Compliance
Complete audit trail, regulatory reporting (MiFID II, etc.) and algorithmic control documentation
Deliverables
Trading system reference architecture
Backtesting and simulation framework
Risk management and compliance guidelines