May 2024 – Present · 2 yrs 1 mo · Pune, Maharashtra, India · On-site

• Designing and enhancing low-latency market data feed handlers for global exchanges.
• Handled exchange connectivity for futures, options, and spot markets using FIX 4.x/5.x and binary gateways,
• leveraging RAII to minimize allocation overhead and improve memory efficiency in throughput-critical market
• data pipelines.
• Leveraged a local market data server to accelerate exchange adapter testing and reduce setup time by 50%.
• Investigated and resolved production crashes across multiple exchanges using gdb.
• Integrated new multicast channels to support the KRX Night Trading Session, receiving and processing
• real-time instrument data, including both reference and incremental updates, using a binary protocol.
• Analyzed and resolved low-latency production issues (packet loss, price blips) via tcpdump, pcap replays, and
• application-level tracing, enhancing real-time data stability across exchanges.
• Utilized lambdas, constexpr compile time optimizations, preprocessor directives, smart pointers, and string
• view to cut down heap allocations, optimizing memory management and multithreading to enhance
• tick-to-trade performance.