Feb 2022 – Mar 2025 · 3 yrs 1 mo · Bengaluru, Karnataka, India · On-site

• Designed end to end multi-threaded low latency application for logging, parsing speedy incoming multicast traffic for a crypto exchange in python and C++
• Developed Intra-day margin utilisation in options of NSE and BSE for risk management. Generated automated alerts and trading freeze, lowering margin on margin breach from exchange broadcast message.
• Integrated a third party FPGA api into the application to reduce latency by 0.6 us and overall jitters.
• Designed and deployed a fast (near instant) crash recovery- bars, market data and signal using tick-by-tick data from NSE and BSE .
• Implemented precomputed pending order cancel at user level and security level (NSE and BSE). Also prevents bad fill in signal reversal in trading.
• Integrated OpenSSL encryption and decryption into the codebase in accordance with exchange trading protocol (NSE and BSE),ensuring secure transmission of orders between exchange and order routing system
• automated end-of-day processes( generating profit-and-loss reports, market data processing, minute and seconds Bar Data and indicators),reducing manual intervention by 95%.
• Monitoring, development, automation and debugging of daily operations. Setting up new server at exchange colocation with utilities, apps and dlls to make them exchange trading ready