Low Latency Institutional Trading System

In capital markets, low latency is an absolute necessity to react to market events faster than the competition to prevent trading loss and increase trade profitability.

A leading Canadian bank, one of the largest Canadian dollar market makers, has a requirement to enhance the existing pricing engine and trading system to cope with the increasing volume of market data and trading activities.

GoodLabs, with its expertise in low latency and high throughput institutional financial trading system development, was invited by the Canadian bank to assist with the enhancement. GoodLabs’ engineering team applied zero-copy, zero-serialization, and zero-locking techniques to use Java with shared memory infrastructure to develop an ultra-efficient and deterministic market data and trade processing engine. The enhancement is able to achieve sub-millisecond latency for the 99.99 percentile service level agreement set out by the trading desk.

GoodLabs, together with our client, builds a better and faster tomorrow with advanced software engineering.