Jul 2022 – Present · 3 yrs 8 mos · Mumbai, Maharashtra, India

• UTP MD - Designed a Market Data module for UTP(Unified Trading Privileges) for NASDAQ listed equities data using market data specifications provided by the exchange, which used data from multicast channel lines and wrote market data after decoding to SHM.
• OPRA MD - Designed a Market Data module for OPRA(Options Price Reporting Authority) for exchange-traded securities options. Optimized the data feed to decoder processing latency using exanic buffer steering utility.

Jul 2021 – Jul 2022 · 1 yr · Mumbai, Maharashtra, India

• NewBarPublisher - Add MdTrade functionality, to publish the trades received from Market Data along with the OHLC bars. Optimized the traffic over TCP, by adding indexed based publishing instead of field based in NewbarPublisher.
• TradePublisher - Modified the code to optimize the serialization time at publisher end.
• FPGAMDEXA - Developed a module to read Order Book from SHM and write to FPGA, for book based FPGA solution

Sep 2020 – Jul 2021 · 10 mos · Mumbai, Maharashtra, India

• FPGA Drivers - Designed and developed drivers, to interface the Fpga with the ORS using libexanic, for NSE, Brazil and OSE exchanges. Work included designing order encoding module, and defining structures for order entry in Fpga and integrating it with the drivers.
• NSE Tools - Optimize the NSE raw dumps data interpolation tool to handle edge cases. Also, add functionality to interpolate using primary and secondary raw dumps data, make changes to make the tool easier to be used by the OPS team.

May 2020 – Aug 2020 · 3 mos · Mumbai, Maharashtra, India

• Worked on the Fpga UAT framework, created test cases for end-to-end testing.
• Modified testbench for Fpga code.
• Wrote scripts for post trade log analysis in python and C++.
• Was offered PPO on the work done during internship.