HFT Infrastructure
Tick-to-fill in <20µs. 50K orders per second, per server.
End-to-end HFT pipeline: Exchange → Feed Handler → Normalizer → Strategy Engine → Pre-Trade RMS → Order Manager → Exchange. C/C++ backend, co-location certified at NSE, BSE and MCX. Built for institutions with zero template constraints. Risk. Scale. Let’s Talk Execution.
<20µs
Tick-to-fill
50K
OPS per server
10-Leg
Max structure
C/C++ · C#
Backend · Frontend
• HFT Stack
Deterministic execution. Measured performance.
Every stage profiled. Every microsecond tracked. No variance. Built for institutions with zero template constraints, no off-the-shelf compromises.
Deterministic end-to-end pipeline. Every stage accounted for.
Exchange → Feed Handler → Normalizer → Strategy Engine → Pre-Trade Checks → Order Manager → Exchange. Each stage is deterministic, profiled, and independently monitored. Total tick-to-fill: <20µs.
Execution algorithms.
2-leg to 10-leg structures.
Designed for market microstructure capturing short-lived pricing inefficiencies, arbitrage opportunities, and structured payoff strategies across 2-leg to 10-leg simultaneous execution.
Latency & observability. Every µs tracked. Every stage profiled.
Track latency from tick to decision to order to exchange acknowledgment. Monitor per-stage delays, jitter, and execution consistency with full lifecycle visibility from signal to fill or reject.
Strategy lifecycle.
Same code.
Backtest → Paper → Live.
One workflow across backtesting, paper trading, and live deployment with no strategy code changes required between stages. Research and production, finally aligned.
Risk, integration & technology. Institutional-grade controls.
Institutional-grade controls, seamless connectivity, and a battle-tested technology foundation. Built for institutions with no template constraints and no off-the-shelf compromises.
