From multi-venue pricing aggregation to order matching and in-line risk — we design, build and harden the execution path institutional FX and crypto trading depends on.
What we build
The full execution path — from the first quote in to the last fill out.
Multi-bank and multi-venue feeds normalized into one clean book — quote filtering, spread and skew controls, and per-client price streams built for microsecond decision paths.
Market data and order entry sessions over FIX 4.4 / 5.0 — engine configuration, venue certification, session recovery and message-level observability, plus crypto venue connectivity over WebSocket and REST.
Matching engines, smart order routing and execution workflows engineered for demanding market conditions — deterministic behavior under load, replayable state, clean failure modes.
Position monitoring, exposure and credit limits, margin checks and kill switches sitting in-line with execution — risk that keeps up with the order flow instead of trailing it.
Capture, distribution and storage of tick and depth data — the recording and replay foundation that makes strategies testable and incidents explainable.
How we deliver
Venues, instruments, sessions and the latency budget — the constraints that shape every design decision.
Aggregation, routing and execution with risk in-line — measured, replayable and observable end to end.
Replay and soak testing, venue certification, and a production cutover with operational runbooks.
Trading experience
Built and operated in production, in regulated environments.
Architected and evolved a high-throughput institutional FX platform: multi-bank connectivity, pricing aggregation, order matching, FIX-based execution engines with low-latency requirements, and real-time risk and position monitoring — with production releases overseen in regulated environments.
Senior architect and developer roles at Boston Technologies, Capital Market Services and Consors Discount Broker — trading platforms, broker infrastructure and connectivity built for retail and institutional flow.
Let’s build
Dundas, Ontario, Canada · Available for select consulting engagements