High-frequency trading systems impose requirements on message middleware, including sub-microsecond software overhead, strict sequential semantics, extremely low tail latency, and predictable jitter control. Traditional middleware based on kernel sockets or general message queues typically incurs overhead such as user-space-kernel copying, protocol stack traversal, and interrupt/context switching, making it difficult to maintain stable latency under extreme market fluctuations. To address this issue, this paper proposes a zero-copy message middleware architecture based on RDMA for high-frequency trading scenarios: On the data plane, a pre-registered memory pool, a single-producer, single-consumer ring descriptor, two-level batch processing, and lock-free completion queues are employed; on the control plane, lightweight connection management, credit backhaul, priority channels, and fast failover mechanisms are introduced; and on the message semantic layer, bounded sequential submission, retransmission window constraints, and bypass replication of matching events are implemented. Combining RDMA research findings from the past three years with publicly available experimental data, a latency model, a zero-copy benefit model, and a service capability constraint model are constructed, and performance analysis for multiple scenarios is presented. Research shows that the coordinated optimization of zero-copy and kernel bypass can significantly reduce CPU usage and tail latency; through the coordinated tuning of message granularity, queue depth, and batch processing threshold, throughput stability can be improved while maintaining sequential semantics. This paper's design provides an engineeringable middleware implementation approach for high-frequency trading message buses, market data distribution, and risk control linkage.

Wenjie Jiang. Research on Design and Performance Optimization of RDMA-based Zero-Copy Message Middleware for High-Frequency Trading Matching Links. Socio-Economic Statistics Research (2026), Vol. 7, Issue 1: 27-36. https://doi.org/10.38007/SESR.2026.070104.

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