Smplest message queueing layer with Erlang and DOTNET CSharp or C++? High availavility for potential high frequency trading HFT system?

(Last Updated On: December 5, 2014)

Smplest message queueing layer with Erlang and DOTNET CSharp or C++? High avaibility for potential high frequency trading HFT system?

This a potential architecture:

Broker data feed are fed to Erlang server from data source feed pushes down pipe to a proxy server

Client side as in trading system with charting connects to proxy server.

Maybe have a redundant failover proxy server as well?

Technically, the client could connect to Erlang via:\

Options: <– maybe in using Visual Studio CL compiler for client DLL then write wrapper for .NET components (debugging driver is complicated) <- nightmare to debug <– looks limited and experiment <– too low level and complicated debugging <– bang your head against a wall <– not mature <-listener??

Recommended options from the ‘powers to be’ so thanks to them:

User Erlang on the server side:

You could use this on the client:

This would be the most straightforward but you need to develop the failover and redundancy components for the client side.

Another option came up as using just simple TCP-IP or socket:

16 down vote accepted


The port/socket solution is a good idea and is not hard as it may seem. Google’s protocol buffers is just what you need. It is very easy to use, efficient and maintainable. It has implementations for C#, erlang, java, python and many more (See OtherLanguages and developer guide)

Join my FREE newsletter to see how I implement this







NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
This entry was posted in HFT High Frequency Trading, Quant Development and tagged , , , , , , , , , on by .

About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at