Hedge Fund Arbitrage Execution Engine
Built a sub-millisecond multi-exchange spot & futures arbitrage executor.
Trading Volume Increase↑ 340%
Ops Overhead Reduction↓ 60%
Execution Speed<1.2ms
The Problem
Arbitrage opportunities vanish in milliseconds. The client had high latency API bridges and ran single-threaded trade executors that resulted in massive trade slip overhead.
Our Approach & Architecture
We architected a multi-threaded Rust executor utilizing async tokio loops. We built low-latency WebSocket connection handlers directly mapping orderbook depths and pre-allocated binary memory arrays.
Technology Stack
RustTokio AsyncWebSocketsPrometheusDocker
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Let's discuss how we can adapt similar performance pipelines to fit your codebase.
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