The Problem

Traders needed low-latency, reliable automation across fragmented exchanges, but existing tooling was slow, error-prone, and opaque. Manual order routing and inconsistent risk limits led to missed fills and avoidable losses.

My Approach

• Built a unified exchange-abstraction layer (Binance, Bybit, OKX) with normalized order books and execution.
• Implemented an event-driven strategy engine with a backtesting harness and live paper-trading.
• Added position-level risk controls: max drawdown, exposure caps, and circuit breakers.
• Designed a real-time dashboard for signals, fills, and P&L with full audit logging.

The Solution

Delivered an end-to-end automation platform with sub-second signal-to-order latency and a strategy library clients can extend, deployed on a resilient job queue with automatic failover.

Tech Stack

Results

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