What would it take to connect two Raspberry Pi's together via Ethernet ports? I want to make a low latency network connection between them, for Retropie Netplay.

I have a background in Python and some Linux, but I'm not well versed in raspi's.

I imagine that it would be limited to 100mb/s if I used raspberry pi zeros with adapters. And I would probably need an router since they aren't setup to be both hosts with the default setup?