An in-house, event-driven trading stack. Every layer, from market-data decoding to risk and execution, is written and operated by our own team.
Dependencies only ever point downwards. The control plane never touches an order; the engine never talks to a venue directly; every cross-module message goes through one bus with one schema.
Four systems that share one code path, so what we test is exactly what we run. Keep scrolling.
Direct WebSocket feeds from OKX, Binance and KuCoin, with no REST polling on the hot path. Each venue and product type runs on its own connection, heartbeat and reconnection logic, so a stall in one stream never touches another.
An asynchronous, event-driven core with isolated queues for market data, orders and risk. Strategies run in sandboxes, so one instance cannot affect another, and every order is tracked through its full lifecycle.
Three tiers, none of them optional. Pre-trade checks gate every order; live monitoring raises graded alerts and de-risks automatically; post-trade reconciliation confirms what actually happened on the venue.
The same engine, risk and execution code as live trading, fed by reconstructed order books. Queue position, latency, slippage and funding settlement are modelled with deterministic seeds, and every model is calibrated against live fills before a strategy is promoted.
Every order passes twelve pre-trade checks. While positions are open, seven live rules watch margin, drawdown, funding, volatility and connectivity, escalating through a fixed ladder of actions. After the fact, fills and balances are reconciled against the venue.
Our backtester is not a separate simplified model. It is the live engine with the exchange swapped for a simulator that rebuilds the order book tick by tick, tracks where our orders sit in the queue, and delays every order and every market update realistically.
The control plane is an isolated web service on an internal network. It receives light-weight snapshots from the engine and sends control commands back over an internal RPC channel. It never sees raw market data and cannot place an order by hand.
Market making only works if you are there. Our operations are designed to stay up, degrade safely and recover cleanly.
Enforced start-up order and automatic restart of every component.
Every event is persisted and can be replayed after an interruption.
State snapshots, orderly shutdown and exchange reconciliation on restart.
Graded procedures for channel, venue and full-exchange outages, rehearsed quarterly.
Boring choices, made deliberately.
Structured concurrency with an accelerated event loop, CPU pinning for hot processes, and a compiled decoder where raw frames arrive.
Every price and quantity carried as an exact decimal, dual-precision timestamps on every event, partitioned storage per venue and product.
Backtest, then simulated trading on live feeds, then small-size live with tightened limits, then expansion venue by venue.
We are happy to walk through our architecture and controls with prospective partners.