I posted a video on this so see below
Also, I posted some further links on this but I am looking for opinion on this. I am wanting to make this even better if possible with some from ‘experts’ on this
http://quantlabs.net/blog/2014/08/cython-python-inspires-lowest-level-c-quant-trading-model-coding-for-ultra-lowest-latency-hft/
http://quantlabs.net/blog/2014/08/is-embedding-the-python-interpreter-into-a-c-program-as-great-way-for-quant-trading-models-with-hft-potential/