Trading Order & Market Data Systems

Problem

Live trading paths cannot tolerate ambiguity: a timed-out order request might have executed, market-data sockets drop, and per-request upstream lookups add latency to the hot path.

Solution

• Built retry-safe order workflows using idempotency keys and request-state tracking, reconciling REST acknowledgements against execution events.
• Integrated broker APIs and 3 WebSocket channels with heartbeat monitoring, subscription recovery and post-reconnect state reconciliation.
• Designed an instrument lookup service across 6 exchange segments with in-memory symbol, expiry and token indexes on a scheduled refresh.
• Implemented incremental NDJSON processing with partial-record buffering, bounded batches, cancellation and stream-error handling.

Technical Highlights

• Duplicate submissions, delayed updates and ambiguous timeouts resolved without double-placing orders.
• Per-request upstream calls removed from the hot path.
• Authenticated encryption with versioned keys, supporting rotation without breaking in-flight requests.

Outcome

Order and market-data flows that stay accurate across failures, with positions kept consistent through upstream disconnects.