That is exactly what I did. It was much less elegant and performant, though, than my initial solution with Common Lisp and C which basically allocated buffers i

That is exactly what I did. It was much less elegant and performant, though, than my initial solution with Common Lisp and C which basically allocated buffers in memory and mapped them with huge pages so that memory access don't ever require switch to kernel for mapping. We also had custom Intel CPUs that are auctioned individually. And cutthrough switches that stream the IP packet immediately when they receive the IP header, before they receive the payload. I have calculated that if the message from exchange was a beam of light it would be delayed by less than a meter.