Software Engineer
CurrentResponsible for large section of infra codebase as Employee #3 in a fast paced high frequency crypto trading startup · Developed a cache for orders to improve reactivity of high frequency algorithmic trading bots, reducing incorrect order placement · Ensured safe and accurate order caching by creating an extensive test suite for an Order Management Subsystem, controlling for differences between order streams between crypto exchanges· Spearheaded conversion of Python Websocket and REST connections for 9 CEx venues to Rust by leveraging async design and zero copy deserialization to improve latency by 1-3ms across Orderbook, Trades and Orders parsing· Implemented FIX protocol by leveraging and improving upon in-house FIX Engine (Rust) and utilizing best practices from across popular Rust crates for reading from a TCP stream· Designed and currently operating an arbitrage strategy, resulting in effective order execution and minimum downtime