A latency engineering playbook for VPs of Engineering on AWS-hosted trading platforms.
Each ms of latency costs trades, costs P&L.
Latency on AWS is the sum of many small things.
The wrong answer is to chase one cause.
The other failure is testing in the wrong environment.
AZ-aware deployment. Placement groups for compute fleets that talk to each other.
Right-sized instances with appropriate vCPU and memory. NUMA-aware deployment for memory-sensitive workloads.
JSON is rarely the right format for latency-critical paths. Protobuf, FlatBuffers, or MessagePack typically save 5 to 30 ms per serialization step.
AZ-aware deployment.
Right-sized instances with appropriate vCPU and memory.
JSON is rarely the right format for latency-critical paths.
If your trading platform is missing latency targets and the trading desk is routing around it, the answer is a disciplined latency engineering program.
Yes, when the load test environment runs continuously. Regressions get caught before reaching production.
Yes. The framework applies to any latency-sensitive workload, auction bidding, real-time game backends, ad serving.
Some trading paths benefit from UDP-based protocols (e.g., ZeroMQ, custom binary). We have shipped those where appropriate.
