Currently most parties there take minutes to process messages and I think there could be a lot to learn from financial systems engineering
Depends on what you mean by "financial systems". There are plenty of financial systems that takes days or weeks to fully process transactions.
You're probably referring to stock trading systems (which by their nature have to be extremely low latency). The term to search for is "HFT" (high-frequency trading).
Here is a recent paper on the topic (focused on C++, though most things you find will tend to be): https://arxiv.org/abs/2309.04259
Comments
Depends on what you mean by "financial systems". There are plenty of financial systems that takes days or weeks to fully process transactions.
You're probably referring to stock trading systems (which by their nature have to be extremely low latency). The term to search for is "HFT" (high-frequency trading).
Here is a recent paper on the topic (focused on C++, though most things you find will tend to be): https://arxiv.org/abs/2309.04259