Design a comprehensive microservices architecture for a high-frequency trading platform capable of handling 50,000 transactions per second with sub-millisecond latency. Your response must include: 1. A breakdown of service boundaries (e.g., Order Management, Market Data, Risk Engine). 2. Inter-service communication protocols, justifying your choice between gRPC, Kafka, or REST for each interaction. 3. A strategy for data consistency across distributed ledgers, specifically addressing the CAP theorem trade-offs. 4. Fault tolerance mechanisms and circuit breaker patterns to prevent cascading failures during market volatility.